From Mindblog:

Rationalizing our choices – an early evolutionary origin

When we humans make a choice, we protect our self esteem by rationalizing that it was the correct one, even in the face of evidence to the contrary. It turns out Capuchin monkeys do the same thing. In a kind of “why didn’t someone think of trying this before?” experiment, a group of Yale psychologists offered the monkeys several different colors of M&M candies. Once a monkey was observed to show an equal preference for three colors of M&M’s — say, red, blue and green — he was given a choice between two of them. If he chose red over blue, his preference changed and he downgraded blue. When he was subsequently given a choice between blue and green, it was no longer an even contest — he was now much more likely to reject the blue. Thus the monkeys are dealing with cognitive dissonance (‘should I choose the blue or the green?’) by downgrading or eliminating one of the options. They performed a similar experiment with little children, obtaining similar results. The fact that children and primates show the same behavior as adults suggests that this rationalization behavior is largely unconscious, and may have appeared in evolution earlier than previously thought.