The biological carbon pump transports photosynthetically fixed carbon from surface waters to depths. It removes carbon from the atmosphere and sequesters it in the deep ocean, playing an important role in global climate regulation. As the biological carbon pump is directly related to biological processes, it is heavily influenced by the biomass and trophic interactions between populations in the ecosystem. However, behavioral responses and adaptations to predation risk change trophic interactions, potentially having larger impacts than direct effects on trophic interactions and population abundances. Thus, predation risk may play an important role in shaping the biological carbon pump's strength (how much carbon leaves the euphotic zone) and efficiency (what fraction of detritus reaches a certain depth without being degraded). Except in the case of active carbon transport by vertically migrating organisms, this role of risk is not generally recognized. Here, we synthesize the existing knowledge on the consequences of anti-predation responses on the biological carbon pump. First, we consider a generic anti-predation response and investigate the different direct, indirect, and cascading effects that the response can induce. Then, we focus on pelagic anti-predation responses and detail how they can specifically alter the different components of the pump. Finally, we discuss points to consider in biological carbon pump studies and highlight directions for future research. In particular, there is a need for more quantitative research to evaluate the importance of anti-predation responses in shaping the biological carbon pump.