Benefits of grouping by conspecifics as an anti-predator strategy also should apply in heterospecific associations if species are similar in their vulnerability to predation. I investigated monospecific and heterospecific grouping by sibling species, eastern (Macropus giganteus) and western grey kangaroos (M. fuliginosus), together with smaller and less social red-necked wallabies (M. rufogriseus). I observed groups feeding in mornings and evenings on a grassy airfield in the Grampians National Park, western Victoria, Australia. Wallabies formed smaller monospecific groups than the kangaroos, maintained a greater nearest-neighbor distance, and moved more while feeding. Monospecific groups of the two kangaroo species were indistinguishable in size, composition, spacing, and feeding rates. The percentage of individual grey kangaroos feeding increased with group size in monospecific groups of up to six. Heterospecific groups of kangaroos formed frequently, and the percentage of individual eastern and western greys feeding was not affected by species composition of groups, suggesting that conspecifics and heterospecifics were equally valuable as feeding partners. By contrast, there were few associations between kangaroos and wallabies.