The auditory system is thought to process complex sounds through overlapping bandpass filters. Frequency selectivity as estimated by auditory filters has been well quantified in humans and other mammalian species using behavioral and physiological methodologies, but little work has been done to examine frequency selectivity in nonhuman primates. In particular, knowledge of macaque frequency selectivity would help address the recent controversy over the sharpness of cochlear tuning in humans relative to other animal species. The purpose of our study was to investigate the frequency selectivity of macaque monkeys using a notched-noise paradigm. Four macaques were trained to detect tones in noises that were spectrally notched symmetrically and asymmetrically around the tone frequency. Masked tone thresholds decreased with increasing notch width. Auditory filter shapes were estimated using a rounded exponential function. Macaque auditory filters were symmetric at low noise levels and broader and more asymmetric at higher noise levels with broader low-frequency and steeper high-frequency tails. Macaque filter bandwidths (BW3dB) increased with increasing center frequency, similar to humans and other species. Estimates of equivalent rectangular bandwidth (ERB) and filter quality factor (QERB) suggest macaque filters are broader than human filters. These data shed further light on frequency selectivity across species and serve as a baseline for studies of neuronal frequency selectivity and frequency selectivity in subjects with hearing loss.