Emotions and values are fundamentally connected. They both are psychological markers of subjective relevance and are thought to be deeply functionally intertwined: According to appraisal theories of emotion, emotions arise when value concerns are at stake; according to theories of value, a value that is threatened or supported gets infused with feelings. Surprisingly, while these assumptions are considered well established by researchers in the respective domains, up to now, empirical research has not provided much evidence supporting a link between values and emotions. To fill this gap, here we report results from three experiments demonstrating that values are indeed antecedents of emotions when emotional experiences arise in response to value-relevant stimuli. Individual differences in biospheric values predicted the intensity of emotional responses toward positive and negative information concerning nature and climate change, both when measured via psychophysiology (Experiment 1) and via self-report (Experiments 1–3). Primary appraisal was identified as the key process connecting values and emotions (Experiments 2–3), supporting the notion of appraisal theories that specific mechanisms of relevance detection underlie the elicitation of emotion. These findings may lead to new developments in value and emotion theories, potentially resulting in a stronger integration of the two constructs in a shared theoretical framework.