This chapter presents a comparative study of speech emotion recognition (SER) systems. Theoretical definition, categorization of affective state and the modalities of emotion expression are presented. To achieve this study, an SER system, based on different classifiers and different methods for features extraction, is developed. Mel-frequency cepstrum coefficients (MFCC) and modulation spectral (MS) features are extracted from the speech signals and used to train different classifiers. Feature selection (FS) was applied in order to seek for the most relevant feature subset. Several machine learning paradigms were used for the emotion classification task. A recurrent neural network (RNN) classifier is used first to classify seven emotions. Their performances are compared later to multivariate linear regression (MLR) and support vector machines (SVM) techniques, which are widely used in the field of emotion recognition for spoken audio signals. Berlin and Spanish databases are used as the experimental data set. This study shows that for Berlin database all classifiers achieve an accuracy of 83% when a speaker normalization (SN) and a feature selection are applied to the features. For Spanish database, the best accuracy (94 %) is achieved by RNN classifier without SN and with FS.