Limiting opportunities for captive nonhuman primates (NHPs) to express species-specific social behaviors may disrupt the adaptive drive for social companionship and may lead to increases in coping behaviors and inactivity. While captive NHPs show improved welfare when moving to pair-housing from single-housing, the impact of daily separation of pair-mates, as is implemented in intermittent pair-housing, is not fully understood. We compared behavioral indices of welfare exhibited by adult female rhesus macaques (Macaca mulatta) in two conditions: (1) intermittent pair-housing, involving daily overnight separation of pair-mates, and (2) continuous pair-housing, involving little separation of pair-mates. A within-subjects study design tested two groups of females experiencing both pairing conditions in an alternate order, switching either from continuous to intermittent pair-housing, or from intermittent to continuous pair-housing. Behavioral observations, recording activity state, self-directed, abnormal, and social behaviors, were conducted at midday when all females were paired, and in the afternoon when intermittent pairs were separated. Females exhibited higher levels of inactivity and self-directed behavior when separated due to intermittent pair-housing in comparison to continuous pair-housing. In addition, intermittently paired females showed higher levels of grooming and other types of affiliation when paired, than during the same time frame when they were continuously paired. These results suggest that females in the continuous presence of a social partner experience improved levels of activity and do not need to elevate levels of behavioral coping mechanisms (e.g., self-scratching, increased affiliation) as they receive the benefits associated with social companionship consistently throughout the day. Overall, this study provides the first evidence that continuous pair-housing affords better welfare than intermittent pair-housing in adult female rhesus macaques. Pair-housing options, such as continuous pairing, that reduce reliance on behavioral coping mechanisms and promote adaptive social behavior throughout the entirety of the day should be prioritized over husbandry care scheduled for convenience.