<p>Animal’s cognitive abilities have traditionally been studied in captive settings and only more recently in the wild. Few studies have investigated whether and how captive and wild animals differ in performance in cognitive tasks. We tested the effect of age, sex, and wild versus captive origin on cognitive performance in a problem solving (captive: <i>N</i> = 34; wild: <i>N</i> = 83), an inhibitory control (captive: <i>N</i> = 34; wild: <i>N</i> = 91), and a causal understanding task (captive: <i>N</i> = 34; wild: <i>N</i> = 86) in grey mouse lemurs (<i>Microcebus murinus</i>). The overall success rate of captive grey mouse lemurs in the problem-solving task was 88% (<i>N</i> = 30), whereas wild grey mouse lemurs had a higher success rate of 100% (<i>N</i> = 83). In the causal understanding task, the success rate of captive grey mouse lemurs was 62% (<i>N</i> = 21), whereas wild grey mouse lemurs outperformed captive individuals with 88% (<i>N</i> = 76) success rate. In the inhibitory control task, we found an interaction between age and origin, where the number of correct trials in the inhibitory control task decreased with age in captive individuals but not in their wild counterparts. The differences between the two origins may have been caused by higher explorative tendencies in wild grey mouse lemurs, by age differences in wild and captive individuals, or by differences in motivational state in the two populations. Overall, our study emphasizes the role of origin in primate cognition.</p>