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Deep learning-based models have shown to be one of the main active research topics in emotion recognition systems from Electroencephalogram (EEG) signals. However, a significant challenge is to effectively recognize new emotions that are incorporated sequentially, as current models must perform retraining from scratch. In this paper, we propose a Class-Incremental Learning (CIL) method, named Incremental Learning preserving the Learned Feature Space (IL2FS), in order to enable deep learning models to incorporate new emotions (classes) into the already known. IL2FS performs a weight aligning to correct the bias on new classes, while it incorporates margin ranking loss and triplet loss to preserve the inter-class separation and feature space alignment on known classes. We evaluated IL2FS over two public datasets (DREAMER and DEAP) for emotion recognition and compared it with other recent and popular CIL methods reported in computer vision. Experimental results show that IL2FS outperforms other CIL methods by obtaining an average accuracy of 59.08 ± 08.26% and 79.36 ± 04.68% on DREAMER and DEAP, recognizing data from new emotions that are incorporated sequentially.