Japanese macaques inhabit a relatively cold environment and females of this species could have developed strategies of energy economy to face the sometimes-harsh seasonal conditions of temperate climates, as well as reproductive costs, and thus regulate their energy balance. Here, we explore the relationship between nutritional status, body composition, seasonality, and reproductive status using isotope-labeled water, anthropometric measurements, and leptin assays from 14 captive female Japanese macaques. Our results indicated that body mass provided the best predictor of fat-free mass and fat mass. These females varied in estimated percent body fat between 8 and 25% (18% on average at the beginning of the mating season and 13% during the birth season). Higher body mass and body fat content were observed at the beginning of the mating season, which supports the hypothesis that individual females need to attain a sufficient physical condition to cover energy costs associated with mating activity, and to survive under severe ecological conditions in winter with high thermoregulatory costs. We found a relationship between conception rates and energetic condition or body fat, with females that conceived during one mating season being fatter after the end of their previous mating season. Together, these results suggest that, even in captive settings with constant food availability, seasonal breeding entails relatively high energy costs, and that females with higher energy status could invest more in reproductive activities and could afford to reproduce more rapidly.