Romas are one of the largest minority groups in Spain and Europe, but no specific data on children's socioemotional learning are available. Our goal was to determine the level of socioemotional knowledge of a group of 4- and 5-year-old Roma children and to implement an intervention program at school. Forty-three Roma children participated (experimental: N = 21; control: N = 22). We implemented the intervention program "Thinking emotions" (M. Giménez-Dasí, M. Fernández-Sánchez, & M.-F. Daniel, 2013a). This program is based on Philosophy for Children (M. Lipman, A. M. Sharp, & F. S. Oscanyan, 1980) and aims to promote emotion knowledge, regulation strategies, and social competencies through peer-to-peer dialogue. Pre- and posttest measures were taken. Results showed low levels of initial knowledge and a clear pattern of improvement after the intervention.