We have analysed the relationship between primate mating system, size and size dimorphism by utilizing several phylogenetically based methods. An independent contrast analysis of male and female size (log weight) showed that these are tightly correlated and that size dimorphism is not a simple allometric function of size. We found no relationship between mating system and sexual dimorphism in strepsirhines but a strong relationship in haplorhines. By matched-pairs analysis, where sister groups were matched according to whether the mating system predicted higher or lower intrasexual selection for male size, haplorhine species in more polygynous clades (with a predicted higher sexual selection) were significantly more dimorphic, had larger males, and also, but to a lesser degree, larger females. Both independent contrast and matched-pairs analyses are non-directional and correlational. By using a directional test we investigated how a transition in mating system affects size and dimorphism. Here, each observation is the sum of changes in dimorphism or size in a clade that is defined by a common origin of a mating system. Generally, dimorphism, as well as male and female size, increased after an expected increase in sexual selection, and decreased after an expected decrease in sexual selection. The pattern was, however, not significant for all of the alternative character reconstructions. In clades with an expected increase in sexual selection, male size increased more than female size. This pattern was significant for all character reconstructions. The directional investigation indicates that the magnitude of change in haplorhine dimorphism is larger after an increase in sexual selection than after a decrease, and, for some reconstructions, that the magnitude of size increase is larger than the magnitude of size decrease for both sexes. Possible reasons for these patterns are discussed, as well as their implications as being one possible mechanism behind Cope's rule, i.e. general size increase in many phylogenetic lineages.