During play, primates may become more vulnerable to predation. Our goal was to examine the potential role of predation risk on the play behavior of 3 groups of golden-headed lion tamarin, Leontopithecus chrysomelas, in shaded cocoa agroforest (cabruca) of Southern Bahia, Brazil. We identified the preferred (and safer) locations on vertical strata during playtime and investigated if frequency and duration of play differed according to group size. All groups preferred to play on the lower levels of vertical strata, which may be perceived as either a safer environment or as a more suitable location for play due to the vegetation structure. The smallest group played less than the others, while the largest group played more and for longer periods. Our data suggest that predation risk can influence where play takes place as well as its frequency and length.