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Sweaty palms seems to be a reaction to stress, anxiety, etc. For our forest-inhabiting primate ancestors sweaty palms could cause unwanted side-effects such as slipping off tree branches under stressful conditions, like when being chased by a predator.

Why did palm sweating became a reaction to fear, worry, anxiety etc in the course of human evolution? What is the benefit of sweaty palms?

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Sweat in response to stress is not limited to palms. Sweat glands just happen to be there I guess. –  nico Dec 10 '12 at 1:30
    
I guess the question is why do our palms sweat at all(?) because the OP has given an example of when sweaty palms are (possibly) a disadvantage (maybe slightly moist hands grip better). I am not sure of the advantage myself, perhaps because of the absence of hair on the palms they are useful for rapid heat loss which would be further increased if the palm is sweaty. –  GriffinEvo Dec 10 '12 at 8:15
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Many animals use palm or sole-derived sweat for scent marking, so there may have been an evolutionary pressure for retaining sweat glands on the palms. If the negative selective pressure wasn't large enough in primates, then there wouldn't be any reason to lose palmar sweat glands. –  kmm Dec 10 '12 at 14:01
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2 Answers

As @Ben states, every theory of 'why' we evolve a trait is just a guess and never more than part of the story. But there are theories.

The palms of our hands are a major source of heat transfer out of our body. For bears it is the nose and pads of their feet, for dogs it is their toungue, for us a major portal for heat out of our body is the palms of the hands.

Black bears are extremely well-insulated animals, equipped with a heavy coat of fur and a thick layer of subcutaneous fat that help them maintain their body temperature as they hibernate through winter. But once spring arrives and temperatures rise, these same bears face a greater risk of overheating than of hypothermia. How do they dump heat without changing insulation layers?

Heller and Grahn discovered that bears and, in fact, nearly all mammals have built-in radiators: hairless areas of the body that feature extensive networks of veins very close to the surface of the skin.

Rabbits have them in their ears, rats have them in their tails, dogs have them in their tongues. Heat transfer with the environment overwhelmingly occurs on these relatively small patches of skin. When you look at a thermal scan of a bear, the animal is mostly indistinguishable from the background. But the pads of the bear's feet and the tip of the nose look like they're on fire.

These networks of veins, known as AVAs (arteriovenous anastomoses) seem exclusively devoted to rapid temperature management. They don't supply nutrition to the skin, and they have highly variable blood flow, ranging from negligible in cold weather to as much as 60 percent of total cardiac output during hot weather or exercise.

Given this, one could see how the palms of our hands are more likely to react to emotional situations where the heart rate elevates and sometimes we get hot under the collar. The AVAs will

I am not physiologist, but the quote above comes from an article I stumbled upon a few months ago. They use the AVAs to reduce the swelling associated with exercise and got some amazing results. I guess that's another story though.

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There isn't necessarily a nice neat evolutionary rationale or advantage behind all of the observable traits found in all organisms.

It's perhaps more likely that there simply was not enough selection pressure against having sweaty palms to eradicate it from the gene pool entirely.

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I think this should be posted as a comment on all questions that have the title "why does X evolve?" - too often people assume there is some great reason for something to evolve and persist and reason that redundant traits should disappear immediately via selection. However, I don't think this answers the question, there are theories out there such as the answer by @shigeta –  GriffinEvo Dec 11 '12 at 11:39
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