Gene set enrichment approaches have been increasingly successful in finding signals of recent polygenic selection in the human genome. In this study, we aim at detecting biological pathways affected by positive selection in more ancient human evolutionary history. Focusing on four branches of the primate tree that lead to modern humans, we tested all available protein coding gene trees of the Primates clade for signals of adaptation in these branches, using the likelihood-based branch site test of positive selection. The results of these locus-specific tests were then used as input for a gene set enrichment test, where whole pathways are globally scored for a signal of positive selection, instead of focusing only on outlier "significant" genes. We identified signals of positive selection in several pathways that are mainly involved in immune response, sensory perception, metabolism, and energy production. These pathway-level results are highly significant, even though there is no functional enrichment when only focusing on top scoring genes. Interestingly, several gene sets are found significant at multiple levels in the phylogeny, but different genes are responsible for the selection signal in the different branches. This suggests that the same function has been optimized in different ways at different times in primate evolution.