It is often argued that increasing the amount of control that animals have over various aspects of their environment has a positive effect on their welfare, despite limited empirical evidence. We gave 12 pairs of common marmosets (Master pairs) control over supplementary light in their cages (additional to the regular room illumination). The light also produced heat. Twelve pairs served as Yoked pairs (i.e. experienced identical illumination changes without being able to control them). A further 12 pairs served as Unaffected pairs. We compared the behaviour of the monkeys in the three study conditions across three study phases: Baseline, Test and Post-test. Our results show that supplementary light and/or heat has positive effects on the marmosets’ welfare, however control over light has a greater impact than supplementary light alone. These positive effects were evidenced by validated behavioural welfare indices, specifically changes in activity patterns (P < 0.01) and scent marking (P < 0.05), and have implications for enrichment and legislation on lighting for marmosets in laboratories. The findings emphasize the importance of choice and control for good animal welfare.