Introduction: Currently, macaques are used as animal models for human disease in biomedical research. There are two macaques species widely used as animal models, i.e., cynomolgus macaques and rhesus macaques. Method: These two primates distribute widely, and their natural habitats are different. Cynomolgus macaques distribute in tropical climates, while rhesus macaques mostly distribute in relatively cold environments, and cynomolgus macaques have a common frostbite problem during winter when they are transferred to cold environments. In order to explore the molecular mechanisms underlying the temperature adaptation in macaques, genetic analysis and natural selection tests were performed. Based on the analysis of heat shock protein genes, DNAJC22, DNAJC28, and HSF5 showed positive selection signals. To these 3 genes, the significantly differential expression had been confirmed between cynomolgus macaques and Chinese rhesus macaques. Molecular evolution analysis showed that mutations of DNAJC22, DNAJC28, and HSF5 in Chinese rhesus macaques could enable them to gain the ability to rapidly regulate body temperature. The heat shock proteins provided an important function for Chinese rhesus macaques, allowing them to adapt to a wide range of temperatures and spread widely. Results: The selection time that was estimated suggested that the cold adaptation of Chinese rhesus macaques coincided with the time that the modern human populations migrated northward from tropic regions to relatively cold regions, and the selection genes were similar. Conclusion: This study elucidated the evolutionary history of cynomolgus macaques and rhesus macaques from molecular adaptation. Furthermore, it provided an evolutionary perspective to reveal the different distribution and adaptation of macaques. Cynomolgus macaques is an ideal biomedical animal model to mimic human natural frostbite.