Metacognition is knowledge that can be expressed as confidence judgments about what one knows (monitoring) and by strategies for learning what one does not know (control). Although there is a substantial literature on cognitive processes in animals, little is known about their metacognitive abilities. Here we show that rhesus macaques, trained previously to make retrospective confidence judgments about their performance on perceptual tasks, transferred that ability immediately to a new perceptual task and to a working memory task. We also show that monkeys can learn to request "hints" when they are given problems that they would otherwise have to solve by trial and error. This study demonstrates, for the first time, that nonhuman primates share with humans the ability to monitor and transfer their metacognitive ability both within and between different cognitive tasks, and to seek new knowledge on a need-to-know basis.