While most primates are tropical animals, a number of species experience markedly cold winters. In a high latitude arid environment, wild female vervet monkeys (Chlorocebus pygerythrus) that are socially integrated experience reduced cold stress. Here, we ask whether sociability is similarly salient for male vervet monkeys, who reside in non-natal groups as adults and who must, therefore, develop social relationships on arrival. We use body temperature and social data from 15 free-ranging male vervet monkeys to determine whether the number of grooming partners is as important for males during winter and whether the length of residency is positively associated with body temperature. We also assess whether larger body size and higher dominance rank mitigate the need for social partnerships. Like females, male vervets respond to lower 24 h ambient temperatures and winter's progression by decreasing minimum and mean 24 h body temperatures and by regulating their temperatures less precisely. Male rank had no effect, while larger body size was associated primarily with reduced temperature fluctuations. Males with more social partners sustained higher minimum and mean body temperatures but, unexpectedly, regulated their temperatures less tightly. Further analysis revealed that higher minimum and mean temperatures were best accounted for by the number of female partners, while increased temperature fluctuation was driven by the number of male partners. As winter and the mating season overlap, we interpret this as indicating that a need to sustain male associations incurs physiological stress that is reflected as a thermoregulatory cost. Lastly, we show that longer residency is associated with higher minimum body temperatures and lower temperature fluctuations independently of social affiliation.