Despite considerable current interest in the evolution of intelligence, the intuitively appealing notion that brain volume and ''intelligence'' are linked remains untested. Here, we use ecologically relevant measures of cognitive ability, the reported incidence of behavioral innovation, social learning, and tool use, to show that brain size and cognitive capacity are indeed correlated. A comparative analysis of 533 instances of innovation, 445 observations of social learning, and 607 episodes of tool use established that social learning, innovation, and tool use frequencies are positively correlated with species' relative and absolute ''executive'' brain volumes, after controlling for phylogeny and research effort. Moreover, innovation and social learning frequencies covary across species, in conflict with the view that there is an evolutionary tradeoff between reliance on individual experience and social cues. These findings provide an empirical link between behavioral innovation, social learning capacities, and brain size in mammals. The ability to learn from others, invent new behaviors, and use tools may have played pivotal roles in primate brain evolution.