Research about emotional intelligence (EI) focuses more on its applicability on the business or industrial level, while less focuses on its applicability in the clinical field, especially for Chinese population. As a preliminary effort, this study adopted Wong’s Emotional Intelligence Scale (WEIS) to investigate the relationship between individuals’ level of EI and their vulnerability or risk to have depression and anxiety, which are 2 common clinical symptoms. The study was carried out in 2 samples, which were consisted of 689 college students in Beijing and 363 college students in Macau respectively. It was found that in both samples, individuals’ level of EI is negatively correlated with both depression and anxiety factors, and EI can significantly predict variances in depression and anxiety. This finding provides preliminary evidence that EI may be used to screen individuals who are at risk to develop depression and anxiety, and it may be important to consider the effects of emotional components when treating depression and anxiety.