This paper has studied a predator-prey model that incorporates a nonlocal fear effect and nonlinear cross-diffusion under homogeneous Neumann boundary conditions. We have derived necessary and sufficient conditions for Turing instability in the presence of both nonlocal fear and nonlinear cross-diffusion by means of linear stability analysis. Moreover, we have investigated steady-state bifurcations induced by the nonlocal fear effect using the Lyapunov-Schmidt reduction.