Linking the cognitive performance of wild animals with fitness consequences is crucial for understanding evolutionary processes that shape individual variation in cognition. However, the few studies that have examined these links revealed differing relationships between various cognitive performance measures and fitness proxies. To contribute additional comparative data to this body of research, we linked individual performance during repeated problem-solving and spatial learning ability in a maze with body condition and survival in wild grey mouse lemurs (Microcebus murinus). All four variables exhibited substantial inter-individual variation. Solving efficiency in the problem-solving task, but not spatial learning performance, predicted the magnitude of change in body condition after the harsh dry season, indicating that the ability to quickly apply a newly discovered motor technique might also facilitate exploitation of new, natural food resources. Survival was not linked with performance in both tasks, however, suggesting that mouse lemurs' survival might not depend on the cognitive performances addressed here. Our study is the first linking cognition with fitness proxies in a wild primate species, and our discussion highlights the importance and challenges of accounting for a species' life history and ecology in choosing meaningful cognitive and fitness variables for a study in the wild.This article is part of the theme issue 'Causes and consequences of individual differences in cognitive abilities'.