Protective mimicry, in which a palatable species avoids predation by being mistaken for an unpalatable model, is a remarkable example of adaptive evolution. These complex interactions between mimics, models and predators can explain similarities between organisms beyond the often-mechanistic constraints typically invoked in studies of convergent evolution. However, quantitative studies of protective mimicry typically focus on static traits (e.g. colour and shape) rather than on dynamic traits like locomotion. Here, we use high-speed cameras and behavioural experiments to investigate the role of locomotor behaviour in mimicry by the ant-mimicking jumping spider Myrmarachne formicaria, comparing its movement to that of ants and non-mimicking spiders. Contrary to previous suggestions, we find mimics walk using all eight legs, raising their forelegs like ant antennae only when stationary. Mimics exhibited winding trajectories (typical wavelength = 5–10 body lengths), which resemble the winding patterns of ants specifically engaged in pheromone-trail following, although mimics walked on chemically inert surfaces. Mimics also make characteristically short (approx. 100 ms) pauses. Our analysis suggests that this makes mimics appear ant-like to observers with slow visual systems. Finally, behavioural experiments with predatory spiders yield results consistent with the protective mimicry hypothesis. These findings highlight the importance of dynamic behaviours and observer perception in mimicry. © 2017 The Authors.