Previous studies of nonhuman primates have found relationships between health and individual differences in personality, behavior, and social status. However, despite knowing these factors are intercorrelated, many studies focus only on a single measure, for example, rank. Consequently, it is difficult to determine the degree to which these individual differences are independently associated with health. The present study sought to untangle the associations between health and these individual differences in rhesus macaques (Macaca mulatta). We studied 85 socially housed macaques at the Oregon and California National Primate Research Centers, and used veterinary records to determine the number of injuries and illnesses for each macaque. We measured personality using 12 items from a well‐established primate personality questionnaire, performed focal observations of behaviors, and calculated dominance status from directional supplant data. All twelve personality questionnaire items were reliable and were used to represent five of the six personality dimensions identified in rhesus macaques—Dominance, Confidence, Openness, Anxiety, and Friendliness (also known as Sociability). Following this, we fit generalized linear mixed effects models to understand how these factors were associated with an animal's history of injury and history of illness. In the models, age was an offset, facility was a random effect, and the five personality dimensions, behavior, sex, and dominance status were fixed effects. Number of injuries and illnesses were each best represented by a negative binomial distribution. For the injury models, including the effects did improve model fit. This model revealed that more confident and more anxious macaques experienced fewer injuries. For the illness models, including the fixed effects did not significantly improve model fit over a model without the fixed effects. Future studies may seek to assess mechanisms underlying these associations.