Predation is a common cause of mortality, having resulted in the evolution of a diverse kind of anti-predator behaviour across the animal kingdom. One such key behaviour is flight initiation distance (FID), defined as the distance at which animals take flight, when approached by a potential predator such as a human. Extensive research during the past two decades has revealed that optimal anti-predator behaviour is adjusted to life history (the combination of timing of reproduction, fecundity, survivorship, and others). FID is heritable, responds to natural selection and hence shows rapid micro-evolutionary change when animals are exposed to domestication, climate warming, or when introduced to novel environments. Peri-personal space (PPS) and inter-personal space (IPS) may be linked to FID, opening up the possibility of studying these disparate components of behaviour in a common context. Here, I provide a brief review of the extensive literature on FID, but much less well-studied PPS and IPS, and suggest ways in which such behaviour can provide insights into the evolution of anti-predator behaviour and life history. Such knowledge may help us resolve problems in conservation, effects of human disturbance on wild animals, problems of anti-predator behaviour for animal welfare, and potentially even maladaptive anti-predator behaviour and PPS and IPS in humans.