Individuals with more or stronger social bonds experience enhanced survival and reproduction in various species, though the mechanisms mediating these effects are unclear. Social thermoregulation is a common behaviour across many species which reduces cold stress exposure, body heat loss, and homeostatic energy costs, allowing greater energetic investment in growth, reproduction, and survival, with larger aggregations providing greater benefits. If more social individuals form larger thermoregulation aggregations due to having more potential partners, this would provide a direct link between sociality and fitness. We conducted the first test of this hypothesis by studying social relationships and winter sleeping huddles in wild Barbary macaques (Macaca sylvanus), wherein individuals with more social partners experience greater probability of winter survival. Precipitation and low temperature increased huddle sizes, supporting previous research that huddle size influences thermoregulation and energetics. Huddling relationships were predicted by social (grooming) relationships. Individuals with more social partners therefore formed larger huddles, suggesting reduced energy expenditure and exposure to environmental stressors than less social individuals, potentially explaining how sociality affects survival in this population. This is the first evidence that social thermoregulation may be a direct proximate mechanism by which increased sociality enhances fitness, which may be widely applicable across taxa.