Caudal autotomy is widely employed by lizards to facilitate escape from predators. Despite conferring immediate short-term benefits, tail loss may involve substantial costs, including impaired locomotor performance, loss of energy reserves, and reduced survival during subsequent encounters with predators. We investigated whether tail autotomy influenced the running speeds and anti-predator behaviors of adult male Velvet Geckos, Oedura lesueurii. This nocturnal terrestrial gecko displays a range of anti-predator behaviors (tail waving and vibration, slow movement, and crypsis) in the presence of scent from the predatory Broad-headed Snake, Hoplocephalus bungaroides. Since tailless geckos cannot use tail displays to attract predatory strikes away from the torso, we hypothesized that tailless geckos would spend more time motionless in the presence of Broad-headed Snake scent. Sprint speeds of tailless and tailed Velvet Geckos were very similar over short (0.25 m) and longer distances (1 m). During locomotor trials, geckos frequently stopped along the racetrack, but tail autotomy did not affect the frequency of this behavior. Contrary to our predictions, tailless Velvet Geckos did not decrease their activity levels in the presence of Broad-headed Snake scent. Overall, our data support the hypothesis that the locomotor costs associated with tail autotomy are relatively minor in lizard species where the tail plays no functional role in locomotion.