Sport hunting has provided important economic incentives for conserving large predators since the early 1970's, but wildlife managers also face substantial pressure to reduce depredation. Sport hunting is an inherently risky strategy for controlling predators as carnivore populations are difficult to monitor and some species show a propensity for infanticide that is exacerbated by removing adult males. Simulation models predict population declines from even moderate levels of hunting in infanticidal species, and harvest data suggest that African countries and U.S. states with the highest intensity of sport hunting have shown the steepest population declines in African lions and cougars over the past 25 yrs. Similar effects in African leopards may have been masked by mesopredator release owing to declines in sympatric lion populations, whereas there is no evidence of overhunting in non-infanticidal populations of American black bears. Effective conservation of these animals will require new harvest strategies and improved monitoring to counter demands for predator control by livestock producers and local communities.