Examining biological diversity in an explicitly evolutionary context has been the subject of research for several decades, yet relatively recent advances in analytical techniques and the increasing availability of species-level phylogenies, have enabled scientists to ask new questions. One such approach is to quantify phylogenetic signal to determine how trait variation is correlated with the phylogenetic relatedness of species. When phylogenetic signal is high, closely related species exhibit similar traits, and this biological similarity decreases as the evolutionary distance between species increases. Here, we first review the concept of phylogenetic signal and suggest how to measure and interpret phylogenetic signal in species traits. Second, we quantified phylogenetic signal in primates for 31 variables, including body mass, brain size, life-history, sexual selection, social organization, diet, activity budget, ranging patterns and climatic variables. We found that phylogenetic signal varies extensively across and even within trait categories. The highest values are exhibited by brain size and body mass, moderate values are found in the degree of territoriality and canine size dimorphism, while low values are displayed by most of the remaining variables. Our results have important implications for the evolution of behaviour and ecology in primates and other vertebrates.