anxiousness triggers your fight or flight response. Generally what your body will do is focus all its attention where it's needed. This also results in fast heart rate and your temperature can increase. So that can cause things in your torso to warm up a degree or 2
It might also be the same temp (you'd have to figure out a way to measure it.) But with blood flow & senses moving to fight or flight it may just feel warmer due to your hands possibly being cooler.