Camperdown Wildlife Centre in Dundee has been closed since Friday afternoon to allow the monkeys to grieve and will not reopen until Thursday.
The zoo announced on Facebook that it would close early "to work with some of our animals quietly" - and later informed followers that it would remain shut on Saturday.
The tragic news was revealed in a Facebook post.
"On Friday morning our troop of lion-tailed macaques lost one of their young members who sadly passed away," it read.
"Lion-tailed macaques are a highly social species and as part of their natural grieving process have been guarding and preening this youngster which will help the whole group come to terms with their loss.
"We hope you understand that the closure of the Wildlife Centre recently, to allow our macaques time to carry out this process, is the right decision for our animals."
Lion-tailed macaques were only welcomed to Camperdown in late October, with four males and seven females making their way to Scotland from Belfast Zoo.
The youngest was born in June and the oldest was born in December 1997.
There are estimated to be less than 4,000 of them in the wild.