When we treat an animal’s welfare as an individual experience, we should consider the possibility that it may be associated with individual differences in personality. We tested for such associations in 44 socially housed rhesus macaques (Macaca mulatta) that lived at the California National Primate Research Center. For each macaque, we obtained ratings on a 16-item welfare questionnaire, a 4-item subjective well-being questionnaire, and a 54-item personality questionnaire, the last of which we used to define each macaque’s standing on six personality domains---Confidence, Openness, Dominance, Friendliness, Activity, and Anxiety---identified in an earlier study. Finally, we used focal animal sampling to obtain measures of behavior. We found evidence for interrater agreement for all the welfare items, all but one item from the subjective well-being questionnaire, and all but four items from the personality questionnaire. Using principal components analysis, we found the welfare and subjective well-being survey items loaded together onto a single component. Macaques higher on this dimension received less aggression, engaged in fewer displacement activities (e.g., scratching), and were rated as higher in Confidence, Openness, Dominance, and Friendliness. These results are consistent with reports on chimpanzees and brown capuchin monkeys and constitute further evidence that observer ratings are based on observed behavioral states, suggesting them to be a psychometrically valid way to assess primate welfare.