The progression toward automated driving and the latest advancement in vehicular networking have led to novel and natural human-vehicle-road systems, in which affective human-vehicle interaction is a crucial factor affecting the acceptance, safety, comfort, and traffic efficiency of connected and automated vehicles (CAVs). This development has inspired increasing interest in how to develop affective interaction framework for intelligent cockpit in CAVs. To enable affective human-vehicle interactions in CAVs, knowledge from multiple research areas is needed, including automotive engineering, transportation engineering, human–machine interaction, computer science, communication, as well as industrial engineering. However, there is currently no systematic survey considering the close relationship between human-vehicle-road and human emotion in the human-vehicle-road coupling process in the CAV context. To facilitate progress in this area, this paper provides a comprehensive literature survey on emotion-related studies from multi-aspects for better design of affective interaction in intelligent cockpit for CAVs. This paper discusses the multimodal expression of human emotions, investigates the human emotion experiment in driving, and particularly emphasizes previous knowledge on human emotion detection, regulation, as well as their applications in CAVs. The promising research perspectives are outlined for researchers and engineers from different research areas to develop CAVs with better acceptance, safety, comfort, and enjoyment for users.