The strength and direction of density-dependent mechanisms acting on individual reproduction and survival may vary across the nested levels of organization social animals live in, such that complex patterns of density dependence shape fitness and population growth. Yet knowledge of such processes of population regulation where individuals are simultaneously subjected to contrasting density effects remains limited. We quantify and contrast density effects on components of individual fitness across two nested levels of organization: the population and the social group, using 45 years of demographic data of rhesus macaques. Our analysis reveals opposing density feedback on individual reproduction and survival across levels of organization and shows that density does not affect all life stages equally. While increased population density reduced female reproduction during maturation, females in larger groups were more likely to reproduce. Infant survival was optimal at intermediate population densities, and monkeys in larger groups showed increased survival. Our work shows that population-level density effects on individual reproduction and survival can be as strong as group-level effects and suggests different roles of the philopatric (i.e. females) and dispersing (i.e. males) sexes on the regulation of individual demographic performance. In this way, our work posits testable mechanistic hypotheses for evaluating density effects on components of individual fitness and highlights the need to explicitly consider the organization and demographic structure of social animals when quantifying individual performance and population dynamics.