Competition over access to resources, such as food and mates, is believed to be one of the major costs associated with group living. Two socioecological factors suggested to predict the intensity of competition are group size and the relative abundance of sexually active individuals. However, empirical evidence linking these factors to injuries and survival costs is scarce. Here, we leveraged 10 years of data from free-ranging rhesus macaques where injuries inflicted by conspecifics are associated with a high mortality risk. We tested if group size and adult sex ratio predicted the occurrence of injuries and used data on physical aggression to contextualise these results. We found that males were less likely to be injured when living in larger groups, potentially due to advantages in intergroup encounters. Females, instead, had higher injury risk when living in larger groups but this was not explained by within-group aggression among females. Further, male-biased sex ratios predicted a weak increase in injury risk in females and were positively related to male-female aggression, indicating that male coercion during mating competition may be a cause of injuries in females. Overall, our results provide insights into sex differences in the fitness-related costs of competition and empirical evidence for long-standing predictions on the evolution of group living.