Aposematic species signal their unpalatability to potential predators with recognizable, and frequently conspicuous, colour patterns. These visual signals are often also associated with bold behaviour and a reduced propensity to escape from approaching predators. Bold behaviours may act as an aversive signal and allow defended prey to avoid the energetic/opportunity costs that arise from fleeing predators. For Batesian mimics, non-defended species which replicate the colours of defended models, behavioural mimicry may also improve mimic fidelity and reduce energetic/opportunity costs. However, as predators may test the honesty of aposematic signals through sampling behaviour, Batesian mimics can be at high risk during close-range interactions with predators. This raises the question of whether/when Batesian mimics should deviate from behavioural mimicry and initiate more extensive escape behaviour. Here, we exposed the chemically defended poison frog Ameerega bilinguis and its (non-toxic) Batesian mimic Allobates zaparo to a simulated predator encounter. We predicted Al. zaparo would escape to a greater distance and in a more erratic manner than Am. bilinguis. Yet, contrary to our predictions, Al. zaparo did not flee far from predators. It was, however, more likely to initiate escape prior to physical contact from the predator. We suggest that bold behaviour coupled with pre-emptive movement allows Al. zaparo to retain the benefits of behavioural mimicry while reducing the likelihood that predators will test signal honesty. Our data highlight that when examining the evolution of mimicry, we must consider both morphological and behavioural traits, as well as how risk to the prey may change how they behave throughout the predation sequence.