Abstract Animals often adjust their behavior according to social context, but the capacity for such behavioral flexibility can vary among species. Here, we test for interspecific variation in behavioral flexibility by comparing burrowing behavior across three species of deer mice (genus Peromyscus) with divergent social systems, ranging from promiscuous (Peromyscus leucopus and Peromyscus maniculatus) to monogamous (Peromyscus polionotus). First, we compared the burrows built by individual mice to those built by pairs of mice in all three species. Although burrow length did not differ in P. leucopus or P. maniculatus, we found that P. polionotus pairs cooperatively constructed burrows that were nearly twice as long as those built by individuals and that opposite-sex pairs dug longer burrows than same-sex pairs. Second, to directly observe cooperative digging behavior in P. polionotus, we designed a burrowing assay in which we could video-record active digging in narrow, transparent enclosures. Using this novel assay, we found, unexpectedly, that neither males nor females spent more time digging with an opposite-sex partner. Rather, we demonstrate that opposite-sex pairs are more socially cohesive and thus more efficient digging partners than same-sex pairs. Together, our study demonstrates how social context can modulate innate behavior and offers insight into how differences in behavioral flexibility may evolve among closely related species.