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Recommender systems have been based on context and content, and now the technological challenge of making personalized recommendations based on the user emotional state arises through physiological signals that are obtained from devices or sensors. This paper applies the deep learning approach using a deep convolutional neural network on a dataset of physiological signals (electrocardiogram and galvanic skin response), in this case, the AMIGOS dataset. The detection of emotions is done by correlating these physiological signals with the data of arousal and valence of this dataset, to classify the affective state of a person. In addition, an application for emotion recognition based on classic machine learning algorithms is proposed to extract the features of physiological signals in the domain of time, frequency, and non-linear. This application uses a convolutional neural network for the automatic feature extraction of the physiological signals, and through fully connected network layers, the emotion prediction is made. The experimental results on the AMIGOS dataset show that the method proposed in this paper achieves a better precision of the classification of the emotional states, in comparison with the originally obtained by the authors of this dataset.