Environmental factors can link life stages through behavioral, morphological, and life-history carry-over effects. Such linkages are important because the experiences at one life stage may promote variation among individuals at a later life stage, with fitness consequences. Most studies conducted to date have focused on the transition between the juvenile and adult life stages. However, environmental cues during the egg stage also have potential to affect morphology and behavior later in life. Here, we examined whether fathead minnow embryos, Pimephales promelas, adjust their behavior in response to a predator cue during the egg stage, and how information learned as embryos contributes to behavioral variation in larvae. Newly-laid embryos were kept for 5 days in aged water (control; C), or in water containing olfactory cues of a piscivorous predator (predator treatment; P), or paired with minnow alarm cue (predator + alarm cue treatment; P+AC). Embryonic behavior (i.e., activity level) was measured on day 5, before hatching. Larvae were then reared until day 21 under control conditions and tested in factorial antipredator behavioral performance and responsiveness assays [3 embryonic rearing conditions x 3 test conditions (C, P, P+AC)]. Embryos reared in a perceived ‘high predation risk’ environment (P+AC) exhibited reduced activity compared to the other treatments. In addition, larvae differed in their responsiveness to predatory stimuli at 21 days of age. However, we did not detect an effect of the embryonic environment on the performance of antipredator evasive behavior. Findings indicate that embryonic learning may improve the ability of individuals to respond appropriately to changes in environmental context, without a corresponding change in the expression of specific behaviors.