Affective Computing, one of the frontiers of Human-Computer Interaction studies, seeks to provide computers with the capability to react appropriately to a user’s affective states. In order to achieve the required on-line assessment of those affective states, we propose to extract features from physiological signals from the user (Blood Volume Pulse, Galvanic Skin Response, Skin Temperature and Pupil Diameter), which can be processed by learning pattern recognition systems to classify the user’s affective state. An initial implementation of our proposed system was set up to address the detection of “stress” states in a computer user. A computer-based “Paced Stroop Test” was designed to act as a stimulus to elicit emotional stress in the subject. Signal processing techniques were applied to the physiological signals monitored to extract features used by three learning algorithms: Naïve Bayes, Decision Tree and Support Vector Machine to classify relaxed vs. stressed states.