The aim of this qualitative research is to identify Mexican high school students' emotional experiences in mathematics classes. In order to obtain the data, focus group interviews were carried out with 22 students. The data analysis is based on the theory of the cognitive structure of emotions, which specifies the eliciting conditions for each emotion and the variables that affect the intensity of each emotion. The participant students' emotional experiences in mathematics classes are composed of: (1) satisfaction and disappointment while solving a problem; (2) joy or distress when taking a test; (3) fear and relief during classes; (4) pride and self-reproach during classes; and (5) boredom and interest during classes. Finally, we discuss how the theory of the cognitive structure of emotions and our analysis contribute to emotion research in mathematics education.