Simple Summary: Fish cohabiting within structurally complex habitats (e.g., coral reefs, seagrass meadows, algal forests) include abundant small-bodied prey fish and specialized piscivorous fish. Habitat structural complexity mediating fish predator–prey interactions has been shown to be an important mechanism sustaining this coexistence. However, the effect of the vertical stratification of habitat structure on predator–prey interactions remains poorly known, especially within a forest-like marine habitat, i.e., a habitat containing three vertical strata (understory, canopy and open-water). We set up tank experiments to test how such habitat vertical stratification affects predator–prey lethal and behavioral interactions, using one prey and two predator model species cohabiting in Mediterranean algal forest. We found that prey anti-predator behavior was predator-specific. When exposed to a sit-and-wait predator, the prey increased its vertical distance from the predator, regardless of the habitat structure. Conversely, when exposed to a stalk-and-attack predator, the prey sought refuge within forest structures. Prey hide motionless within the canopy, the most complex strata, while they avoid and escape from predators within the understory, which is a less complex stratum allowing for fast prey movements but still protected from predators by the canopy above. Our results suggest the crucial role of habitat vertical stratification in influencing predator–prey interactions, which should be studied in three dimensions. Abstract: Prey fish cohabit with specialized predator fish within structurally complex habitats. How the vertical stratification of the habitat affects lethal and behavioral predator–prey interactions and contributes to explaining these patterns has never been investigated within a forest-like marine habitat, i.e., a habitat containing three vertical strata (understory, canopy, open-water above). We studied this in tank experiments, with a model prey (the wrasse Symphodus ocellatus) and two model predators (the stalk-and-attack comber Serranus cabrilla and the sit-and-wait scorpionfish Scorpaena porcus), which are among the most abundant prey and predators cohabiting in Mediterranean Cystoseira forests. Wrasse anti-predator behavior was predator-specific. When exposed to the scorpionfish, the wrasse increased its vertical distance from the predator, regardless of the habitat structure. Conversely, when exposed to the comber, the wrasse sought refuge within forest structures: (1) the canopy provides more hiding opportunities due to its high complexity, and (2) the understory provides more escape/avoidance opportunities due to (a) its low complexity that allows for fast prey movements, and (b) the presence of the canopy above that limits the comber’s access to the understory. Our results suggest that habitat vertical stratification mediates predator–prey interactions and potentially promotes the co-existence of prey and multiple predators within marine forests.