Ambient Assisted Living (AAL) systems must provide adapted services easily accessible by a wide variety of users. This can only be possible if the communication between the user and the system is carried out through an interface that is simple, rapid, effective, and robust. Natural language interfaces such as dialog systems fulfil these requisites, as they are based on a spoken conversation that resembles human communication. In this paper, we enhance systems interacting in AAL domains by means of incorporating context-aware conversational agents that consider the external context of the interaction and predict the user's state. The user's state is built on the basis of their emotional state and intention, and it is recognized by means of a module conceived as an intermediate phase between natural language understanding and dialog management in the architecture of the conversational agent. This prediction, carried out for each user turn in the dialog, makes it possible to adapt the system dynamically to the user's needs. We have evaluated our proposal developing a context-aware system adapted to patients suffering from chronic pulmonary diseases, and provide a detailed discussion of the positive influenc of our proposal in the success of the interaction, the information and services provided, as well as the perceived quality.