We donate billions to charities each year, yet much of our giving is ineffective. Why are we motivated to give but not to give effectively? Building on evolutionary game theory, we argue that donors evolved (genetically or culturally) to be insensitive to efficacy because people tend not to reward efficacy, as social rewards tend to depend on well-defined and highly observable behaviours. We present five experiments testing key predictions of this account that are difficult to reconcile with alternative accounts based on cognitive or emotional limitations. Namely, we show that donors are more sensitive to efficacy when helping (1) themselves or (2) their families. Moreover, (3) social rewarders don't condition on efficacy or other difficult-to-observe behaviours (4, 5), such as the amount donated.