We explored the diversity of small mammal communities in highway roadsides and medians. We captured small mammals along 15 km of Interstate Highway 70 in Illinois U.S.A. using Sherman traps (2866 trap nights), and evaluated the animals perceived risk of predation using the Giving Up Density (GUD) technique, in both the medians and roadsides. Small mammals in roadsides are potentially exposed to more mammalian and avian predators from the surrounding landscape. Therefore, we expected small mammals in roadsides would perceive a greater risk of predation (as indicated by GUDs) than small mammals in medians. Median trays were three times more likely to be foraged, yet we found no difference in the GUDs between medians and roadsides, indicating that small mammals in these two habitat types may be equally fearful of predators. We captured seven species of small mammals, which is comparable to species richness in nearby nature preserves. Density of mammals in the median was double that found in the roadsides. Community structure (relative number of individuals of each species) differed between roadsides and medians. Differences in species density and composition are likely due to greater connectivity of the roadsides to the surrounding landscape. Ultimately, roadsides, and especially medians, along highways need to be given more consideration as potentially high quality habitat for small mammals.