Asynchronous eye closure (ASEC), one eye open while the other is closed, is a behavior observed in birds, some aquatic mammals, and reptiles. In birds and aquatic mammals, ASEC is associated with unihemispheric sleep wherein the cerebral hemisphere contralateral to (i.e. neurologically connected to) the closed eye sleeps while the other cerebral hemisphere remains awake with its associated eye open and functional. Evidence from birds suggests that ASEC is an important anti-predator adaptation to mediate the trade-off between the need to remain vigilant and the need to sleep. However, the anti-predator correlates of ASEC remain largely unstudied in other animals. Here, we present behavioral evidence that ASEC in reptiles is also an anti-predator adaptation used in response to an increase in the risk of predation. ASEC was measured in captive western fence lizards (Sceloporus occidentalis) individually exposed to three experimental treatments: (1) an empty terrarium, (2) a terrarium housing a novel moving object, and (3) a terrarium housing a live predator (snake). Predator exposure elicited significantly higher levels of vigilance, mostly due to an increase in ASEC. This increase in ASEC came largely at the expense of synchronous eye closure (both eyes closed). Lizards in ASEC also showed a strong tendency to orient their open eye in the direction of the predator. We suggest that lizards engaged in ASEC are sleeping unihemispherically and are thus able to maintain a level of vigilance concurrent with sleep.