Personality, that is intra-individual consistency and inter-individual variation in behaviour, is widespread throughout the animal kingdom. This challenges traditional evolutionary assumptions that selection should favour behavioural flexibility, and that variation in behavioural strategies reflects stochastic variation around a single optimal behavioural strategy. Adaptive models to explain personality within the framework of evolutionary and behavioural ecology exist, and are typically empirically explored by identifying proximate associations to, and the functional consequences of, personality expression. To date, such studies have typically quantified a narrow range of personality traits within a species, and focused on captive populations or species with relatively limited behavioural or social repertoires. In this thesis, personality is studied in wild Barbary macaques (Macaca sylvanus). Quantification of personality structure in the species was conducted using a multi-method approach, and subsequently, it was examined whether physiological stress response (a proximate association) was related to personality expression, and whether personality expression affected social (functional) outcomes for individuals. Seven personality constructs were identified in Barbary macaques. Three personality constructs were related to physiological stress responses (Excitability, Tactility and Exploration), with the relationship between stress and personality expression dependent on sex, and in some cases rank or age. Two personality constructs (Excitability and Exploration) were associated with measures of social integration. Subjects generally socially assorted themselves according to personality, tending to be in proximity to individuals with a similar personality to themselves. This study contributes methodologically by demonstrating the plausibility of multi-method approaches to measuring personality in wild primates, and empirically, by generating evidence supporting adaptive models for the evolution of personality, namely that intra-individual consistency in behaviour may be mediated by physiology and that inter-individual variation in behaviour has functional benefits in the formation of social relationships and social structures.