A personal annotation is a rich object with an important cognitive facet. In the e-Learning context, learners' annotation can contain important emotional features. These features can be used to recognize the learner's emotional state during the learning session; very important feedback that has been lost in e-Learning mode in comparison to in-school learning mode. This study investigates the relationship between the learner's emotional state during the learning session and the colors he chooses for his annotations. The study finds its motivation, first, in the strong link between emotions and cognitive processes, and second, in the richness of learner's annotation as an object. The experiment was designed to generate multiple emotional states. We collected learners' annotations and learners' emotional feedback. The CA (Correspondence Analysis) of the collected data shows a significant relationship between the learner's emotional state and annotations' colors. In particular, Black and Red are strongly related to Fear and Anger, while green and blue are strongly associated with Envy and Sympathy. These findings may help us to better understand the emotional dimension of colors during cognitive activities. These findings have, also, important implications for developing new tools to help tutors supervise their learners' emotional states during distant learning.