•We reviewed studies of the relations between cannabis use and affect in daily life.•Cannabis use may relieve negative affect and anger/hostility in clinical samples.•Findings for other affects in clinical samples and for community samples are mixed.•Cannabis use disorder may influence momentary associations for community samples.•Well-characterized samples will enhance the future integration of findings. Although cannabis is often used for the purposes of relieving negative affective states such as anxiety and depression, the associations between cannabis use and affect in daily life are unclear. Ecological momentary assessment (EMA) has been used to study these associations in individuals’ natural environments, providing more ecological validity, minimizing retrospective bias, and allowing for the analysis of within-individual processes over time. This review focuses on studies that utilized EMA to examine daily-life associations of cannabis use and negative and positive affective states. We review the findings of the 19 articles that met inclusion criteria, including clinical and community samples. Results provide equivocal evidence regarding relations between cannabis use and affect for community samples. Findings are mixed for clinical samples as well, but more consistent patterns emerge for general negative affect (NA) and anger/hostility at the momentary level; cannabis use may be more likely following increased NA and lead to decreases in NA and anger/hostility in psychiatric populations. Findings support a negative reinforcement hypothesis for clinical samples in terms of general NA and anger/hostility. However, discrepancies among studies point to a need to thoroughly characterize samples, consider motives for and expectancies of use, improve quantification of cannabis use, and consider co-use with other substances. Additional design recommendations are also offered for future studies.