The objective of this paper is to develop a novel emotion recognition system from electroencephalogram (EEG) signals using effective connectivity and deep learning methods. Emotion recognition is an important task for various applications such as human-computer interaction and, mental health diagnosis. The paper aims to improve the accuracy and robustness of emotion recognition by combining different effective connectivity (EC) methods and pre-trained convolutional neural networks (CNNs), as well as long short-term memory (LSTM). EC methods measure information flow in the brain during emotional states using EEG signals. We used three EC methods: transfer entropy (TE), partial directed coherence (PDC), and direct directed transfer function (dDTF). We estimated a fused image from these methods for each five-second window of 32-channel EEG signals. Then, we applied six pre-trained CNNs to classify the images into four emotion classes based on the two-dimensional valence-arousal model. We used the leave-one-subject-out crossvalidation strategy to evaluate the classification results. We also used an ensemble model to select the best results from the best pre-trained CNNs using the majority voting approach. Moreover, we combined the CNNs with LSTM to improve recognition performance. We achieved the average accuracy and F-score of 98.76%, 98.86%, 98.66 and 98.88% for classifying emotions using DEAP and MAHNOB-HCI datasets, respectively. Our results show that fused images can increase the accuracy and that an ensemble and combination of pretrained CNNs and LSTM can achieve high accuracy for automated emotion recognition. Our model outperformed other state-of-the-art systems using the same datasets for four-class emotion classification.