In order to avoid environmental threats, organisms may respond by altering behavior or phenotype. We show here that among freshwater crustacean zooplankton, the defence against ultraviolet radiation (UV) is a system where phenotypic plasticity and behavioral escape mechanisms function as complementary traits. Freshwater copepods relied mainly on accumulating protective pigments when exposed to UV radiation, whereas Daphnia showed strong behavioral responses. Pigment levels for both Daphnia and copepods were generally higher at higher latitudes, mirroring different UV threat levels. When released from the UV threat, Daphnia rapidly reduced their UV protecting pigmentation suggesting a cost in maintaining UV protective pigmentation. The evolutionary advantage of protective pigments is, likely, the ability to utilize the whole water column during daytime; conversely, since the amount of algal food is generally higher in surface waters, unpigmented individuals are restricted to a less-preferred feeding habitat in deeper waters. Our main conclusion is that different zooplankton taxa, and similar taxa at different latitudes, use different mixes of behavior and pigments to respond to UV radiation.