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Cognitive ethology explores the ability of animals to flexibly adapt their behavior to rapid physical and social environment fluctuations. Although there is a historical dichotomy between field and captive studies, recently, a growing interest in questions that sit at the intersection of cognitive and adaptive perspectives has helped bridge this divide. By focusing on Theropithecus gelada, we discuss the three main reasons why this hybrid approach is extremely successful. First, captive and wild studies provide data at different social, spatial, and temporal scales that can be synthesized to give a fuller picture of the behavior. Secondly, apparently conflicting results from captive and wild settings are powerful tools to explore behavioral flexibility and latent behavioral tendencies. Third, the different settings provide ways of validating and exploring behaviors that are noticed in the other setting. Although we were able to bring together our captive and wild research to demonstrate these ideas, we could have obtained a more integrated vision on the proximate and ultimate gelada behavioral and cognitive strategies if we had considered this hybrid approach from the beginning. We hope that this manuscript stimulates scholars in designing their studies by taking into account the incredible potential of a complementary captive-wild research approach.