Exploration and problem-solving are highly motivated behaviors in non-human primates, but little research has focused on whether cognitively challenging tasks can enhance primates' psychological well-being, particularly in the absence of food rewards. We evaluated whether a novel cognitive challenge device (CCD) consisting of a maze of opaque tubes enhanced the well-being of a group of six adult chimpanzees housed at ZSL Whipsnade Zoo, UK, over a two-month period. Chimpanzees had the opportunity to interact with two versions of the CCD: the first contained tokens which fell into a transparent chamber when extracted from the CCD and could not be eaten. The second contained unshelled Brazil nuts, which could be extracted and eaten. CCD-use was low over the study, occupying on average 2.5% of observation time. However, compared to baseline levels, chimpanzees exhibited more problem-solving behaviors (directed toward the CCD) and spent significantly more time engaged in social play when the CCD was present. Cage exploration was rare whether the CCD was present or not. Chimpanzees used the CCD (including tool-use) significantly more when it contained tokens. The relationship between the presence of the CCD and self-directed behavior (rough-scratching) was difficult to interpret. Although rough-scratching was significantly higher in the cage when the CCD was present and 18% of these scratching events occurred within one arm's length from the CCD, rough-scratching decreased when device use increased. This study provides a preliminary investigation of the CCD and two reward types, and suggests how the design could be modified to enhance its effects. Am. J. Primatol. 75:807–816, 2013. © 2013 Wiley Periodicals, Inc.