Examined the effects of precautionary behavior on subsequent criminal victimization, fear of crime, and psychological distress. A sample of 538 adults was interviewed three times at 6-month intervals. Four different aspects of precaution were assessed: vigilance (alertness), locks (access control), neighbors (informal cooperation), and professionals (formal programs). In logistic regressions that controlled for 14 risk factors, precaution had no preventive effects on the occurrence of subsequent crimes. LISREL models revealed that use of neighbors was the only precaution not to increase fear of crime, although both locks and neighbors showed a capacity to buffer the effects of fear on generalized distress. It was concluded that the most promising strategy was protective neighboring. Altogether, however, the promotion of citizen-initiated prevention appears highly inadequate as a policy response to problems of crime and fear.