Recently, automatic affective state recognition has been noteworthy for improving Human Computer Interaction (HCI), clinical researches and other various applications. Little attention has been paid so far to physiological signals for affective state recognition compared to audio-visual methods. Different affective states stimulate the Autonomic Nervous System (ANS) and lead to changes in physiology via the Sympathetic and Parasympathetic system and generation of specific patterns in physiological signals. In this study, we setup a reliable experiment to elicit four specific affective states in 25 healthy cases and record the physiological signals simultaneously. We also proposed a novel method to choose the cases. In addition, after the appropriate preprocessing, different features were extracted from the signals. Furthermore we compared various dimension reduction and classification methods to obtain a higher classification’s accuracy. An average accuracy of 84.3% was achieved by using the different dimension reduction and classification methods. The results show that our proposed method improved the accuracy of recognition and it can result in developing a realistic application.