Different hypotheses explain variation in the occurrence of self-directed behaviour such as scratching and self-grooming: a parasite hypothesis linked with ectoparasite load, an environmental hypothesis linked with seasonal conditions and a social hypothesis linked with social factors. These hypotheses are not mutually exclusive but are often considered separately. Here, we revisited these hypotheses together in female Japanese macaques (Macaca fuscata fuscata) of Kōjima islet, Japan. We input occurrences of scratching and self-grooming during focal observations in models combining parasitological (lice load), social (dominance rank, social grooming, aggression received and proximity), and environmental (rainfall, temperature and season) variables. Using an information-theory approach, we simultaneously compared the explanatory value of models against each other using variation in Akaike's information criterion and Akaike's weights. We found that evidence for models with lice load, with or without environmental–social parameters, was stronger than that for other models. In these models, scratching was positively associated with lice load and social grooming whereas self-grooming was negatively associated with lice load and positively associated with social grooming, dominance rank and number of female neighbours. This study indicates that the study animals scratch primarily because of an immune/stimulus itch, possibly triggered by ectoparasite bites/movements. It also confirms that self-grooming could act as a displacement activity in the case of social uncertainty. We advocate that biological hypotheses be more broadly considered even when investigating social processes, as one does not exclude the other.