The brain's main function is to organise the physiological and behavioural responses to environmental and social challenges in order to keep the organism alive. Here, we studied the effects that gregariousness (as a measurement of sociality), dietary habits, gestation length and sex have on brain size of extant ungulates. The analysis controlled for the effects of phylogeny and for random variability implicit in the data set. We tested the following groups of hypotheses: (1) Social brain hypothesis-gregarious species are more likely to have larger brains than non-gregarious species because the former are subjected to demanding and complex social interactions; (2) Ecological hypothesis-dietary habits impose challenging cognitive tasks associated with finding and manipulating food (foraging strategy); (3) Developmental hypotheses (a) energy strategy: selection for larger brains operates, primarily, on maternal metabolic turnover (i.e. gestation length) in relation to food quality because the majority of the brain's growth takes place in utero, and finally (b) sex hypothesis: females are expected to have larger brains than males, relative to body size, because of the differential growth rates of the soma and brain between the sexes. We found that, after adjusting for body mass, gregariousness and gestation length explained most of the variation in brain mass across the ungulate species studied. Larger species had larger brains; gregarious species and those with longer gestation lengths, relative to body mass, had larger brains than non-gregarious species and those with shorter gestation lengths. The effect of diet was negligible and subrogated by gestation length, and sex had no significant effect on brain size. The ultimate cause that could have triggered the co-evolution between gestation length and brain size remains unclear.