The geographic ranges of rhesus (Macaca mulatta) and cynomolgus (M. fascicularis) macaques adjoin in Indochina where they appear to hybridize. We used published and newly generated DNA sequences from 19 loci spanning ~20 kb to test whether introgression has occurred between these macaque species. We studied introgression at the level of nuclear DNA and distinguished between incomplete lineage sorting of ancestral polymorphisms or interspecific gene flow. We implemented a divergence population genetics approach by fitting our data to an isolation model implemented in the software IMa. The model that posits no gene flow from the rhesus into the cynomolgus macaque was rejected (P = 1.99 × 10−8). Gene flow in this direction was estimated as 2Nm~1.2, while gene flow in the reverse direction was nonsignificantly different from zero (P = 0.16). The divergence time between species was estimated as ~1.3 million years. Balancing selection, a special case of incomplete sorting, was taken into consideration, as well as potential crossbreeding in captivity. Parameter estimates varied between analyses of subsets of data, although we still rejected isolation models. Geographic sampling of the data, where samples of cynomolgus macaques derived from Indochina were excluded, revealed a lost signature of gene flow, indicating that interspecific gene flow is restricted to mainland Indochina. Our results, in conjunction with those by others, justify future detailed analyses into the genetics of reproductive barriers and reticulate evolution in these two genome-enabled primates. Future studies of the natural hybridization between rhesus and cynomolgus macaques would expand the repertoire of systems available for speciation studies in primates.