This paper poses methodological questions concerning the evaluation of emotion in the process of mathematical learning where the interaction between emotion and cognition occurs. These methodological aspects are considered not only from the perspective of educational psychology but from that of mathematics education. Some epistemological and ontological aspects, which are considered central to the cognition-affect interplay, are noted. Special attention is given to the notion of cognitive-affective structure as a dynamic system. The interplay between cognition and affect in mathematics is viewed through the concepts of local and global affect and using a mathematical working space model. A model of this interplay is illustrated with research examples, enabling us to move from descriptions of cognition-affect at an individual level to the explanation of the tendency of a group. The non-linear modelling of emotion is reflected in the affect-cognition local structure.