The purpose of this article is to present general findings of a survey on fear of crime in a sample of 2,377 respondents in the capitals of the republics and one autonomous region of the Former Yugoslavia in 2009. A survey was conducted in households by trained interviewers. Statistical methods utilized are factor and regression analysis. Statistical tests show that the model used is valid and reliable and the sampling method was adequate as well. The main findings are consistent with other Western European and American studies on fear of crime. The results imply that fear of crime depends on weak social networks in a neighbourhood, worry about crime, probability of victimization in the next 12 months, severity of consequences of victimization, low ability of selfdefence, impact of victimization on one's life, preventative measures (precaution), gender (women), education, low position in a labour market, and the influence of recent victimization on one's fear of crime intensity. The research results have implications for policy making in the fields of crime control and crime prevention, and imply social and situational preventative measures to be undertaken. The article is also useful for community policing in practice, especially in dealing with the elderly, women and the socially and economically marginalized. The research presented in this article is the first comparative research using socio-demographic and social psychological model in the region of South Eastern Europe. Nevertheless, it is also a replication and test of models used for fear of crime research in Western Europe.