Easy to recognize but not easy to define, animal play is a baffling behavior because it has no obvious immediate benefits for the performers. However, the absence of immediate advantages, if true, would leave adult play (costly but maintained by evolution, spanning lemurs to Homo sapiens) unexplained. Although a commonly held view maintains that play is limited by stress, an emergent hypothesis states that play can regulate stress in the short term. Here we explored this hypothesis in a captive family group of New World monkeys, Callithrix jacchus (common marmoset). We observed six subjects and gathered data on aggressive, play, and scratching behavior via focal (6h/individual) and all occurrences sampling (115h). We found that play levels were highest during pre-feeding, the period of maximum anxiety due to the forthcoming competition over food. Scratching (the most reliable indicator of stress in primates) and play showed opposite trends along hierarchy, with dominants scratching more and playing less than subordinates. Finally, scratching decreased after play, whereas play appeared to be unrelated to previous scratching events, symptoms of a potential stressful state. In conclusion, both play timing and hierarchical distribution indicate that play limits stress, more than vice versa, at least in the short term.