Phenotypic traits evolve in a coordinated manner due to developmental and functional interactions, mediated by the dynamics of natural selection; the dependence between traits arising from these three factors is captured by genetic (G) and phenotypic (P) covariance matrices. Mammalian skull development produces an intricate pattern of tissue organization and mutual signaling that integrates this structure, although the set of functions it performs is quite disparate. Therefore, the interplay between these interactions, and their relationships with the adaptive landscape may thus influence divergence in covariance structure among sister lineages. Here, we evaluate the stability of phenotypic covariance structure in skull size and shape along the diversification of Anthropoid Primates under a explicit phylogenetic framework. We estimate diversity in covariance structure, testing hypotheses concerning the phylogenetic distribution of P-matrix variation and pinpoint which traits are associated with this variation. We find that most changes occurred in the basal split between Platyrrhini and Catarrhini, and that these changes occurred within both Orbital and Basicranial trait sets, while Oral, Nasal and Vault trait sets present stable associations along the Anthropoid phylogeny. Therefore, changes in P-matrix structure among Anthropoids are restricted to trait sets whose functional significance is associated with the accommodation of the two precursor tissues that compose the skull, while the stability in the remaining regions hints at the stability of the underlying functional relationships imposed by the adaptive landscape.