Several experiments have found the animals were more wary of outsiders and associated bad things with them.
The research was conducted on the uninhabited Puerto Rico island of Cayo Santiago, which has a large rhesus monkey population.
Family: The monkey on the island of Cayo Santiago are wary of outsiders
Yale student Neha Mahajan led a team of psychologists to study their behaviour because like humans, monkeys live in groups and have strong social bonds.
Psychologists have always known many of our prejudices operate automatically, without us even being aware of them.
Tests on the monkeys showed that our tendency to see the world in terms of 'us' and 'them' has ancient origins.
Researchers measured the amount of time the monkeys stared at photographed face of an insider (part of the group) versus the outsider monkey.
Across several experiments, they found that the monkeys stared longer at the faces of outsiders suggesting they were more wary, according to the Scientific American.
To ensure the monkeys weren't just curious, the team paired familiar outsider faces - monkeys that had recently left the group - with monkeys which had recently joined.
When presented with these pairs, the monkeys continued to stare longer at outsider faces, even though they were more familiar with them.
The monkeys were clearly making distinctions based on group membership.
Mahajan and her colleagues devised an experiment to discover if the animals had negative feelings towards the outsiders.
They paired the photos of insider and outsider monkeys with either good things, such as fruits, or bad things, such as spiders.
When an insider face was paired with fruit, or an outsider face was paired with a spider, the monkeys quickly lost interest. But when an insider face was paired with a spider, the monkeys looked longer at the photographs.
It was assumed the monkeys found it confusing when something good was paired with something bad.
This suggests that monkeys not only distinguish between insiders and outsiders, they associate insiders with good things and outsiders with bad things.
Overall, the results support an evolutionary basis for prejudice, said the Scientific American.