The East African Early Miocene apes, or proconsulids, have often been considered to be among the earliest members of the Hominoidea, as defined by the divergence of the Cercopithecoidea, but this hypothesis is only weakly supported by available fossil evidence. The ethmofrontal sinus is one of a few morphological features that may link proconsulids with later hominoids. Here we present direct evidence of an ethmofrontal sinus in an early Oligocene stem catarrhine, Aegyptopithecus zeuxis. The presence of this sinus in Aegyptopithecus suggests that its presence in proconsulids is most likely to be a retained primitive condition. The morphological evidence bearing on proconsulids' purported hominoid affinities is further weakened by this conclusion, and alternative phylogenetic possibilities, such as the placement of proconsulids as stem catarrhines are considered more likely.