We have analyzed the long pointed observations of the Z sources in the Rossi X-Ray Timing Explorer (RXTE) public archive to study the high energy emission in those sources. Our analysis is concentrated on the High Energy X--Ray Timing Experiment (HEXTE) waveband, since we are primarily interested in studying the hard X-ray (i.e., E > 20 keV) production in those sources. We give here the preliminary results of this ongoing study. We have found no hard X-ray tails (besides Sco X-1) in our database from any of the Z sources, i.e., GX 349+2 (< 7.9 x 10^-5 photons cm^-2 s^-1, 3 sigma, 50-150 keV), Cyg X-2 (< 8.4 x 10^-5 photons cm^-2 s^-1, 3 sigma, 50-150 keV), GX 17+2 (< 4.2 x 10^-5 photons cm^-2 s^-1, 3 sigma, 50-150 keV), GX 5-1 (< 2.1 x 10^-5 photons cm^-2 s^-1, 3 sigma, 50-150 keV), and Gx 340+0 (< 6.0 x 10^-5 photons cm^-2 s^-1, 3 sigma, 50-150 keV). From the point of view of HEXTE/RXTE observations shown here, the production of hard X-ray tails in Z sources is a process triggered when special conditions are fulfilled. One of these conditions, as derived from our analysis, is a threshold of ~ 4 x 10^36 erg s^-1 for the luminosity of the sources thermal component.