Zooplankton, a group of aquatic animals important as trophic link in the food web, are exposed to high levels of UV radiation (UVR) in clear alpine lakes, while in turbid glacier-fed lakes they are more protected. To study the interplay between behavioral and physiological protection responses in zooplankton from those lakes, we sampled six lakes of different UVR transparency and glacial turbidity. Copepods were absent in the upper water layers of the clearest lake, while in glacier-fed lakes they were more evenly distributed in the water column. Across all lakes, the weighted copepod mean depth was strongly related to food resources (chlorophyll a and rotifers), whereas in the fishless lakes, glacial turbidity largely explained the vertical daytime distribution of these organisms. Up to ~11-times (mean 3.5) higher concentrations of photo-protective compounds (mycosporine-like amino acids, MAAs) were found in the copepods from the clear than from the glacier-fed lakes. In contrast to carotenoid concentrations and antioxidant capacities, MAA levels were strongly related to the lake transparency. Copepods from alpine lakes rely on a combination of behavioral and physiological strategies adapted to the change in environmental conditions taking place when lakes shift from glacially turbid to clear conditions, as glacier retreat proceeds.