In this work, an attempt has been made to classify emotional states using electrodermal activity (EDA) signals and multiscale convolutional neural networks. For this, EDA signals are considered from a publicly available “A Dataset for Emotion Analysis using Physiological Signals” (DEAP) database. These signals are decomposed into multiple-scales using the coarse-grained method. The multiscale signals are applied to the Multiscale Convolutional Neural Network (MSCNN) to automatically learn robust features directly from the raw signals. Experiments are performed with the MSCNN approach to evaluate the hypothesis (i) improved classification with electrodermal activity signals, and (ii) multiscale learning captures robust complementary features at a different scale. Results show that the proposed approach is able to differentiate various emotional states. The proposed approach yields a classification accuracy of 69.33% and 71.43% for valence and arousal states, respectively. It is observed that the number of layers and the signal length are the determinants for the classifier performance. The performance of the proposed approach outperforms the single-layer convolutional neural network. The MSCNN approach provides end-to-end learning and classification of emotional states without additional signal processing. Thus, it appears that the proposed method could be a useful tool to assess the difference in emotional states for automated decision making. © 2021, Springer Science+Business Media, LLC, part of Springer Nature.