Cognitive control, or executive function, is a key feature of human cognition, allowing individuals to plan, acquire new information, or adopt new strategies when the circumstances change. Yet it is unclear which factors promote the evolution of more sophisticated executive function abilities like those possessed by humans. Examining cognitive control in non-human primates, our closest relatives, can help to identify these evolutionary processes. Here we developed a novel battery to experimentally measure multiple aspects of cognitive control in primates: temporal discounting, motor inhibition, short-term memory, reversal learning, novelty responses, and persistence. We tested lemur species with targeted, independent variation in both ecological and social features (ruffed lemurs, Coquerel’s sifakas, ring-tailed lemurs and mongoose lemurs, N = 39 lemurs), and found that ecological rather than social characteristics best predicted patterns of cognitive control across these species. This highlights the importance of integrating cognitive data with species’ natural history to understand the origins of complex cognition.