Emotional eating is one factor that increases the consumption of unhealthy food. This study aimed to investigate the association between emotional eating and frequencies of consuming fast food, high-fat snacks, processed meat products, dessert foods, and sugar-sweetened beverages (SSBs) in adolescents. The baseline survey data (2015) from the Taiwan Adolescent to Adult Longitudinal Study (TAALS) were fitted into multivariate logistic regression models adjusted for sex, school type, Body Mass Index (BMI), eating while doing something, nutrition label reading, skipping breakfast, smoking, binge drinking, sedentary lifestyle, physical activity, peer and school support, and parental education level. Among the 18,461 participants (48.5% male and 51.5% female), those exhibiting emotional eating were more likely to consume fast food (Odds ratio (OR) = 2.40, 95% Confidence interval (CI): 2.18–2.64), high-fat snacks (OR = 2.30, 95% CI: 2.12–2.49), processed meat products (OR = 1.92, 95% CI: 1.78–2.08), dessert foods (OR = 2.49, 95% CI: 2.31–2.69), and sugar-sweetened beverages (OR = 1.83, 95% CI: 1.70–1.98). Factors that were positively associated with unhealthy food consumption included eating while doing other activities, binge drinking, smoking, and sedentary lifestyle. Among all the covariates, nutrition label reading was the only factor that was inversely associated with frequent unhealthy food consumption. Sex and school type may moderate the effect of emotional eating on the frequent consumption of specific unhealthy food groups. In conclusion, adolescents with high emotional eating were more likely to report frequent consumption of unhealthy foods in Taiwan. Our findings showed that male participants appeared to consume fast foods, high-fat snacks, processed meat, and SSBs more often and dessert foods less often than females. Future longitudinal studies are recommended for understanding the causal relationship between emotional eating and unhealthy food consumption.