Phylogenetic models of primate social behaviour posit that core social traits are inherent species characteristics that depend largely on phylogenetic histories of species rather than on adaptation to current socioecological conditions. These models predict that aspects of social structure will vary more between species than within species and that they will display strong phylogenetic signals. We tested these predictions in macaques focusing on dominance gradients, a relatively little studied, yet central, aspect of social structure. We used data from 14 social groups representing nine macaque species living in a variety of conditions. We examined proportions of counteraggression and two recently developed measures of dominance gradients (hierarchical steepness) for phylogenetic signals in nine phylogenetic trees constructed using (1) available genetic data sets and (2) Bayesian Markov Chain Monte Carlo (MCMC) and maximum likelihood algorithms. Hierarchical steepness and counteraggression showed significant variation between species but inconsistent variation within species. Both steepness and counteraggression showed evidence of phylogenetic signals, with results being particularly strong for one steepness measure and for counteraggression. Our results suggest that between-species variation in some core aspects of social structure are shaped by species’ evolutionary relationships, despite differences in living conditions. As such, they provide broad support for the phylogenetic model.