Crested guinea fowls (Guttera pucherani) living in West African rainforests give alarm calls to leopards (Panthera pardus) and sometimes humans (Homo sapiens), two main predators of sympatric Diana monkeys (Cercopithecus diana). When hearing these guinea fowl alarm calls, Diana monkeys respond as if a leopard were present, suggesting that by default the monkeys associate guinea fowl alarm calls with the presence of a leopard. To assess the monkeys' level of causal understanding, I primed monkeys to the presence of either a leopard or a human, before exposing them to playbacks of guinea fowl alarm calls. There were significant differences in the way leopard-primed groups and human-primed groups responded to guinea fowl alarm calls, suggesting that the monkeys' response was not directly driven by the alarm calls themselves but by the calls' underlying cause, i.e. the predator most likely to have caused the calls. Results are discussed with respect to three possible cognitive mechanisms - associative learning, specialized learning programs, and causal reasoning - that could have led to causal knowledge in Diana monkeys.