Sweating responds to emotional state. So when you are nervous, anxious or afraid, there is an increase in sympathetic nerve activity in your body as well as an increase in epinephrine secretion from your adrenal gland. These substances act on your sweat glands, particularly those on the palms of your hand and your armpits, to make sweat. Thus, you feel a "cold" sweat. Also, the increased sympathetic nerve activity in the skin changes its electrical resistance, which is the basis of the galvanic skin response used in lie detector tests.