To understand the evolutionary forces that have shaped primate lactation strategies, it is important to understand the proximate mechanisms of milk synthesis and their ecological and phylogenetic contexts. The lactation strategy of a species has four interrelated dimensions: the frequency and duration of nursing bouts, the period of lactation until weaning, the number and sex ratio of infants that a mother rears simultaneously, and the composition and yield of the milk that mothers synthesize. Milk synthesis, arguably the most physiologically costly component of rearing infants, remains the least studied. Energy transfer becomes energetically less efficient, transitioning from placental support to milk synthesis just as the energy requirements for infant growth, development, and behavioral activity substantially increase. Here we review primate lactation biology and milk synthesis, integrating studies from anthropology, biology, nutrition, animal science, immunology, and biochemistry, to identify the derived and ancestral features of primate milks and enhance our understanding of primate life history.