Life history, brain size and energy expenditure scale with body mass in mammals but there is little conclusive evidence for a correlated evolution between life history and energy expenditure (either basal/resting or daily) independent of body mass. We addressed this question by examining the relationship between primate free-living daily energy expenditure (DEE) measured by doubly labeled water method (n = 18 species), life history variables (maximum lifespan, gestation and lactation duration, interbirth interval, litter mass, age at first reproduction), resting metabolic rate (RMR) and brain size. We also analyzed whether the hypometabolic primates of Madagascar (lemurs) make distinct energy allocation tradeoffs compared to other primates (monkeys and apes) with different life history traits and ecological constraints. None of the life-history traits correlated with DEE after controlling for body mass and phylogeny. In contrast, a regression model showed that DEE increased with increasing RMR and decreasing reproductive output (i.e., litter mass/interbirth interval) independent of body mass. Despite their low RMR and smaller brains, lemurs had an average DEE remarkably similar to that of haplorhines. The data suggest that lemurs have evolved energy strategies that maximize energy investment to survive in the unusually harsh and unpredictable environments of Madagascar at the expense of reproduction.