Changes in gene regulation level have long been thought to play an important role in evolution and speciation, especially in primates. Over the past decade, comparative genomic studies have revealed extensive inter-species differences in gene expression levels yet we know much less about the extent to which regulatory mechanisms differ between species. To begin addressing this gap, we performed a comparative epigenetic study in primate lymphoblastoid cell lines (LCLs), to query the contribution of RNA polymerase II (Pol II) and four histone modifications (H3K4me1, H3K4me3, H3K27ac, and H3K27me3) to inter-species variation in gene expression levels. We found that inter-species differences in mark enrichment near transcription start sites are significantly more often associated with inter-species differences in the corresponding gene expression level than expected by chance alone. Interestingly, we also found that first-order interactions among the histone marks and Pol II do not markedly contribute to the degree of association between the marks and inter-species variation in gene expression levels, suggesting that the marginal effects of the five marks dominate this contribution.