Nonhuman primates (NHP) are important biomedical animal models for the study of human disease. Of these, the most widely used models in biomedical research currently are from the genus Macaca. However, evolutionary genetic divergence between human and NHP species makes human-based probes inefficient for the capture of genomic regions of NHP for sequencing and study. Here we introduce a new method to resequence the exome of NHP species by a designed capture approach specifically targeted to the NHP, and demonstrate its superior performance on four NHP species or subspecies. Detailed investigation on biomedically relevant genes demonstrated superior capture by the new approach. We identified 28 genes that appeared to be pseudogenized and inactivated in macaque. Finally, we identified 187 genes showing strong evidence for positive selection across all branches of the primate phylogeny including many novel findings.