Snub-nosed monkeys (genus Rhinopithecus) are a group of endangered colobines endemic to South Asia. Here, we re-sequenced the whole genomes of 38 snub-nosed monkeys representing four species within this genus. By conducting population genomic analyses, we observed a similar load of deleterious variation in snub-nosed monkeys living in both smaller and larger populations and found that genomic diversity was lower than that reported in other primates. Reconstruction of Rhinopithecus evolutionary history suggested that episodes of climatic variation over the past 2 million years, associated with glacial advances and retreats and population isolation, have shaped snub-nosed monkey demography and evolution. We further identified several hypoxia-related genes under selection in R. bieti (black snub-nosed monkey), a species that exploits habitats higher than any other nonhuman primate. These results provide the first detailed and comprehensive genomic insights into genetic diversity, demography, genetic burden, and adaptation in this radiation of endangered primates.