This study proposes a novel semi-supervised multi-label emotion classification approach for French tweets based on pseudo-labeling. Human subjectivity in emotional expression makes it difficult for a machine to learn. Therefore, it necessitates training supervised learning models on large datasets annotated by multiple annotators. However, creating such datasets can be costly and time-consuming. Moreover, aggregating annotations from multiple annotators to capture their collective emotional state adds complexity to the task. Semi-supervised learning techniques have shown effectiveness with limited datasets. Furthermore, Large language Models (LLMs), particularly Chat-GPT, have demonstrated superior annotation accuracy compared to annotations obtained from crowdsourcing platforms, when both are evaluated against expertannotated data. This work introduces a novel approach for multi-label emotion classification of French tweets by leveraging pseudo-labels generated through Chat-GPT, a robust large language model. Using zero-shot, one-shot, and few-shot learning techniques, Chat-GPT annotates the unlabelled part of our dataset. These Chat-GPTannotated pseudo-labels are then merged with manual annotations, facilitating the training of a multilabel emotion classification model via semi-supervised learning. Furthermore, within the context of our research, we present a new French tweet dataset, containing testimonials from people affected by an urban industrial incident. This dataset features 2,350 tweets, each manually annotated by three human annotators based on 8 pre-identified emotions. Benchmark results are presented for multi-label emotion classification models employing both fully supervised and semi-supervised approaches with pseudo-labeling. Our findings demonstrate the superiority of our approach for multi-label emotion classification over standard pseudolabeling and an established baseline.