It has been known since Vinogradov that, for irrational $\alpha$, the sequence of fractional parts $\{\alpha p\}$ is equidistributed in $R/Z$ as $p$ ranges over primes. There is a natural second-order equidistribution property, a pair correlation of such fractional parts, which has recently received renewed interest, in particular regarding its relation to additive combinatorics. In this paper we show that the primes do not enjoy this stronger equidistribution property.