Milk provides not only the building blocks for somatic development but also the hormonal signals that contribute to the biopsychological organization of the infant. Among mammals, glucocorticoids (GCs) in mother's milk have been associated with infant temperament. This study extended prior work to investigate rhesus monkey (Macaca mulatta) mother–infant dyads (N = 34) from birth through 8 months postpartum. Regression analysis revealed that cortisol concentrations in milk during the neonatal period predicted impulsivity on a cognitive task, but not global social behaviors, months later. During this time period, sex‐differentiated social behavior emerged. For female infants, milk cortisol concentrations predicted total frequency of play. Collectively, these findings support and extend the “lactational programming” hypothesis on the impact of maternal‐origin hormones ingested via milk.