In contrast to the majority of primates, many prosimians, some New World monkeys, and the great apes rest in tree holes or self-constructed nests during their inactive periods. The goal of this comparative study was to examine possible functions of this interspecific variation. Information on resting behavior, maternal behavior, and basic life-history traits was gleaned from the literature and mapped onto a phylogenetic tree of primates for various comparative tests. Parsimony-based reconstructions revealed that only the use of nests or tree holes as shelters for young infants can be unequivocally reconstructed for various higher taxa, suggesting that it is functionally different from the use of shelters by adults (who may be accompanied by infants). Further reconstructions revealed that the ancestral primate was most likely nocturnal and solitary and produced a single infant that was initially left in a shelter and later carried orally to a parking place in the vegetation—a combination of traits exhibited by many living galagos. Evolutionary losses of the use of nests were concentrated among diurnal and nonsolitary taxa and weakly associated with evolutionary increases in body size. Thus, protective functions of nests or tree holes used by prosimians are either secondary or there are alternative ways of obtaining protection. Because the evolution of larger litters was significantly associated with the presence of shelters, the presence of relatively altricial young among prosimians best explains the use of nests and tree holes, which are in most but not all cases also used by adults. These shelters therefore play an integral part in the life-history strategies of primitive primates and their ancestors and evolved secondarily among anthropoids for other purposes. Am. J. Primatol. 46:7–33, 1998. © 1998 Wiley-Liss, Inc.