Coevolutionary interactions such as those between hosts and parasites have been regarded as an underlying cause of evolutionary diversification, but evidence from natural populations is limited. Among primates and other mammalian groups, measures of host diversification rates vary widely among lineages, but comparative studies have not yet identified a reliable explanation for this variation. In this study, we used a comprehensive data set of disease-causing organisms from free-living primates to illustrate how phylogenetic comparative methods can be used to examine mammalian lineage diversity in relation to parasite species richness. Our results provide evidence that the phylogenetic diversity of primate clades is correlated positively with the number of parasite species harbored by each host and that this pattern is largely independent of other host traits that have been shown to influence diversification rates and parasite species richness in primates. We investigated two possible mechanisms that could explain this association, namely that parasites themselves drive host evolutionary diversification through processes linked with sexual selection and that host shifts or host sharing increases parasite species richness among diverse primate clades. Neither parasite species richness nor host diversification is related to measures of sexual selection in primates. Further, we found only partial evidence that more rapidly diversifying host lineages produced increased opportunities for host sharing or host shifting by parasites through mechanisms involving species' geographic range overlap. Thus, our analyses provide evidence for an important link between the evolutionary diversification of primates and the richness of their parasite communities, but other mechanisms, particularly those related to reciprocal selection or coextinction of hosts and parasites, require further investigation.