Primates are some of the most playful animals in the natural world, yet the reason for this remains unclear. One hypothesis posits that primates are so playful because playful activity functions to help develop the sophisticated cognitive and behavioural abilities that they are also renowned for. If this hypothesis were true, then play might be expected to have coevolved with the neural substrates underlying these abilities in primates. Here, we tested this prediction by conducting phylogenetic comparative analyses to determine whether play has coevolved with the cortico-cerebellar system, a neural system known to be involved in complex cognition and the production of complex behaviour. We used phylogenetic generalised least squares analyses to compare the relative volume of the largest constituent parts of the primate cortico-cerebellar system (prefrontal cortex, non-prefrontal heteromodal cortical association areas, and posterior cerebellar hemispheres) to the mean percentage of time budget spent in play by a sample of primate species. Using a second categorical data set on play, we also used phylogenetic analysis of covariance to test for significant differences in the volume of the components of the cortico-cerebellar system among primate species exhibiting one of three different levels of adult-adult social play. Our results suggest that, in general, a positive association exists between the amount of play exhibited and the relative size of the main components of the cortico-cerebellar system in our sample of primate species. Although the explanatory power of this study is limited by the correlational nature of its analyses and by the quantity and quality of the data currently available, this finding nevertheless lends support to the hypothesis that play functions to aid the development of cognitive and behavioural abilities in primates.