The timing and nature of evolutionary shifts in the relative brain size of Primates have been extensively studied. Less is known, however, about the scaling of the brain-to-body size in their closest living relatives, i.e., among other members of Euarchontoglires (Dermoptera, Scandentia, Lagomorpha, Rodentia). Ordinary least squares (OLS), reduced major axis (RMA), and phylogenetic generalized least squares (PGLS) regressions were fitted to the largest euarchontogliran data set of brain and body mass, comprising 715 species. Contrary to previous inferences, lagomorph brain sizes (PGLS slope = 0.465; OLS slope = 0.593) scale relative to body mass similarly to rodents (PGLS = 0.526; OLS = 0.638), and differently than primates (PGLS = 0.607; OLS = 0.794). There is a shift in the pattern of the scaling of the brain in Primates, with Strepsirrhini occupying an intermediate stage similar to Scandentia but different from Rodentia and Lagomorpha, while Haplorhini differ from all other groups in the OLS and RMA analyses. The unique brain–body scaling relationship of Primates among Euarchontoglires illustrates the need for clade-specific metrics for relative brain size (i.e., encephalization quotients; EQs) for more restricted taxonomic entities than Mammalia. We created clade-specific regular and phylogenetically adjusted EQ equations at superordinal, ordinal, and subordinal levels. When using fossils as test cases, our results show that generalized mammalian equations underestimate the encephalization of the stem lagomorph Megalagus turgidus in the context of lagomorphs, overestimate the encephalization of the stem primate Microsyops annectens and the early euprimate Necrolemur antiquus, but provide similar EQ values as our new strepsirrhine-specific EQ when applied to the early euprimate Adapis parisiensis.