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Learned Behavior
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At its most basic form, kneading is a behavior first learned by infant cats. They often knead while suckling their mother to stimulate milk production. Since this occurs several times a day over several months, kneading builds a strong positive association with cats. Some researchers suggest that this association is so strong that cats simply knead any time they are happy.
Scent Marking
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Cats have scent glands located at various points on their body -- the base of the tail, their cheeks and their paws. Kneading releases scent markers from the paws, so that in effect, a cat is scent marking a particular spot and claiming it as its own.
Cat Comfort
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Mother cats also often knead in their nesting areas to make it soft for themselves and their young; many kittens also learn this behavior, and knead an area before settling down for a nap. This behavior is even seen in wild cats, which crush and knead grasses to make a more comfortable sleeping area.
The Myth
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One common myth often propagated about a cat's desire to knead is that the habit indicates a cat was separated from its mother too young. However, most adult cats exhibit kneading behaviors regardless of how young they were removed from their littermates and mother.
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Why Do Cats Knead the Blankets Before Going to Sleep?
Kneading is the press and pull movement cats make with their front paws, typically alternating one foot and then the other. During kneading, cats usually lower their eyelids and often purr. Cats may knead almost anything -- from blankets, cushions, carpet and even people -- which can be painful, as sometimes the movements of kneading extend and retract their front claws.