Resilience, the ability to maintain or regain stability following adversity, offers a promising direction for animal welfare by emphasizing animals’ natural capacity to cope with stressors. Central to resilience are protective factors that prepare individuals for negative events or facilitate efficient recovery. Identifying such factors in animals may allow individuals greater autonomy over their affective states during unavoidable stress. I investigated fur rubbing as a potential protective factor in 14 captive tufted capuchin monkeys (Sapajus spp.) using both cognitive and behavioral measures. We predicted that fur rubbing would improve working memory performance, particularly under higher task difficulty, and increase tolerance to a mild behavioral stressor. Contrary to predictions, fur rubbing did not significantly affect cognitive performance or stressor tolerance. Tolerance increased across sessions regardless of condition, indicating habituation. Future research should disentangle the biological, affective, and social components of fur rubbing to better evaluate its role as a protective factor.