While the interaction between emotions and cognition is relatively well known in humans, it remains to be explored in non-human primates, whose dedicated studies are carried out on a limited diversity of species, preventing us from discussing the evolutionary origin of this interaction. Here, we explored this cognition-emotion interaction in the grey mouse lemur (Microcebus murinus), often described as possessing ancestral characteristics, allowing us to better comprehend if this link appears soon in the phylogeny of primate. We tested whether emotions could modify the learning performance of 60 mouse lemurs during a visual discrimination task. In this task, individuals had to learn to discriminate between two platforms using emotionally valued visual stimuli and to jump on the target platform. Our results showed that individuals learning performance improved when distractors had an emotional valence compared to when they were neutral. Opposite, individuals had impaired learning performance when targets had an emotional valence compared to when they were neutral. These results are consistent with the cognitive avoidance pattern for negative stimuli reported in other studies. This study is the first to explore emotion in mouse lemurs and to demonstrate that the emotion-cognition interaction is already present in a lemur’s species.