Both human and non-human animals often face decisions between options available at different times, and the capacity of delaying gratification has usually been considered one of the features distinguishing humans from other animals. However, this characteristic can widely vary across individuals, species, and types of task and it is still unclear whether it is accounted for by phylogenetic relatedness, feeding ecology, social structure, or metabolic rate. To disentangle these hypotheses, we evaluated temporal preferences in capuchin monkeys, South-American primates that, despite splitting off from human lineage approximately 35 million years ago, show striking behavioural analogies with the great apes. Then, we compared capuchins' performance with that of the other primate species tested so far with the same procedure. Overall, capuchins showed a delay tolerance significantly higher than closely related species, such as marmosets and tamarins, and comparable to that shown by great apes. Capuchins' tool use abilities might explain their comparatively high preference for delayed options in inter-temporal choices. Moreover, as in humans, capuchin females showed a greater delay tolerance than males, possibly because of their less opportunistic foraging style. Thus, our results shed light on the evolutionary origins of self-control supporting explanations of delay tolerance in terms of feeding ecology. (Contains 3 figures, 2 supplementary videos, 1 supplementary data and 2 tables.)