The marine environment associated with the air-water interface (neuston) provides an important food source to pelagic organisms where subsurface prey is limited. However, studies on predator-prey interactions within this environment are lacking. Copepods are known to produce strong escape jumps in response to predators, but must contend with a low-Reynolds-number environment where viscous forces limit escape distance. All previous work on copepod interaction with predators has focused on a liquid environment. Here, we describe a novel anti-predator behaviour in two neustonic copepod species, where individuals frequently exit the water surface and travel many times their own body length through air to avoid predators. Using both field recordings with natural predators and high-speed laboratory recordings, we obtain detailed kinematics of this behaviour, and estimate energetic cost associated with this behaviour. We demonstrate that despite losing up to 88 per cent of their initial kinetic energy, copepods that break the water surface travel significantly further than those escaping underwater and successfully exit the perceptive field of the predator. This behaviour provides an effective defence mechanism against subsurface-feeding visual predators and the results provide insight into trophic interactions within the neustonic environment.