One of the most striking behavioural patterns of many forest primates concerns their tendency to live in semi-permanent mixed-species groups. Functional investigations have ascertained that individuals obtain some antipredator benefits without paying the costs of intra-species resource competition. Despite these advances, very little is known about the subtle mechanisms that keep mixed species groups together on a daily basis. Our results showed that in the Diana-Campbell's monkey association both species benefited from each other in diverse and idiosyncratic ways. In the presence of Campbell's monkeys the conspicuous Diana monkeys were more likely to descend into the lower forest strata, increased their foraging behaviour, and individuals became less vigilant. The cryptic Campbell's monkeys, in turn, were able to use the higher forest strata and exposed areas more often, spread out over larger areas, were more likely to travel, and engaged in more conspicuous vocal behaviour when associated with Diana monkeys. These data suggested that both species benefited from each other in ways that went beyond passive group-size related antipredator benefits, such as a dilution effect and increased chances of predator detection. Instead, the increased safety of the mixed species group allowed individuals to exploit their ecological niche more broadly, to forage more efficiently, and to engage in more social behaviour, suggesting that the benefits of mixed species groups are much more varied and diverse than currently thought.