Emotion recognition is crucial in understanding human affective states with various applications. Electroencephalography (EEG)—a non-invasive neuroimaging technique that captures brain activity—has gained attention in emotion recognition. However, existing EEG-based emotion recognition systems are limited to specific sensory modalities, hindering their applicability. Our study innovates EEG emotion recognition, offering a comprehensive framework for overcoming sensory-focused limits and cross-sensory challenges. We collected cross-sensory emotion EEG data using multimodal emotion simulations (three sensory modalities: audio/visual/audio-visual with two emotion states: pleasure or unpleasure). The proposed framework—filter bank adversarial domain adaptation Riemann method (FBADR)—leverages filter bank techniques and Riemannian tangent space methods for feature extraction from cross-sensory EEG data. Compared with Riemannian methods, filter bank and adversarial domain adaptation could improve average accuracy by 13.68% and 8.36%, respectively. Comparative analysis of classification results proved that the proposed FBADR framework achieved a state-of-the-art cross-sensory emotion recognition performance and reached an average accuracy of 89.01% ± 5.06%. Moreover, the robustness of the proposed methods could ensure high cross-sensory recognition performance under a signal-to-noise ratio (SNR) ≥ 1 dB. Overall, our study contributes to the EEG-based emotion recognition field by providing a comprehensive framework that overcomes limitations of sensory-oriented approaches and successfully tackles the difficulties of cross-sensory situations.