We here investigate the dynamical behavior of a fractional-order predator-prey system with anti-predator behavior and Holling IV type functional response. First we study the non-negativity, existence, uniqueness, and boundedness of solutions to the system from a mathematical analysis perspective. Then, we analyze the stability of its equilibrium points and the possibility of bifurcations using stability analysis methods and bifurcation theory, and prove the existence of a supercritical Hopf bifurcation in the system. After providing numerical simulations to illustrate the conclusions theoretically derived, by summarizing those various analytical results obtained, we finally present three interesting conclusions that can contribute to better understanding and preservation of ecological systems.