Microcephaly genes are amongst the most intensively studied genes with candidate roles in brain evolution. Early controversies surrounded the suggestion that they experienced differential selection pressures in different human populations, but several association studies failed to find any link between variation in microcephaly genes and brain size in humans. Recently, however, sex‐dependent associations were found between variation in three microcephaly genes and human brain size, suggesting that these genes could contribute to the evolution of sexually dimorphic traits in the brain. Here, we test the hypothesis that microcephaly genes contribute to the evolution of sexual dimorphism in brain mass across anthropoid primates using a comparative approach. The results suggest a link between selection pressures acting on MCPH1 and CENPJ and different scores of sexual dimorphism.