Comparative studies have identified a wide range of behavioural and ecological correlates of relative brain size, with results differing between taxonomic groups, and even within them. In primates for example, recent studies contradict one another over whether social or ecological factors are critical. A basic assumption of such studies is that with sufficiently large samples and appropriate analysis, robust correlations indicative of selection pressures on cognition will emerge. We carried out a comprehensive re-examination of correlates of primate brain size using two large comparative datasets and phylogenetic comparative methods. We found evidence in both datasets for associations between brain size and ecological variables (home range size, diet and activity period), but little evidence for an effect of social group size, a correlation which has previously formed the empirical basis of the Social Brain Hypothesis. However, reflecting divergent results in the literature, our results exhibited instability across datasets, even when they were matched for species composition and predictor variables. We identify several potential empirical and theoretical difficulties underlying this instability and suggest that these issues raise doubts about inferring cognitive selection pressures from behavioural correlates of brain size.