The present research had two complementary aims: (a) to examine the associations between cooperative learning (CL) and emotional intelligence (EI) in physical education (PE) and (b) to explore and compare the use of CL in PE in primary education (PED), secondary education (SED) and baccalaureate (BA). A total of 1332 students (682 males, 650 females) took part in the study. All participants were aged between 10 and 20 years old (M = 13.09; SD = 2.47) and belonged to 13 different schools in Southwest Spain. They completed the cooperative learning questionnaire (CLQ), referring to the PE classes, in addition to the emotional intelligence questionnaire in physical education (EIQPE). Positive and significant associations were found between CL and EI in all school stages. In addition, moderately strong associations were uncovered between CL and the different dimensions of EI: emotional recognition, emotional control and regulation and emotional empathy. Participants belonging to classrooms with larger cooperation indices presented higher levels of EI. Results also highlighted a greater use of CL in PE classes during the PED stage in comparison to the SED and BA stages. These outcomes are discussed in light of the existing literature and methodological implications are derived for teaching PE. The use of CL in PE is recommended because of its positive contribution to the affective domain through IE. This will be especially important during the SED and BA stages, where lower rates of CL were observed.