Students’ affect, in particular short-term affect such as emotion, plays a central role in proving, from the intensity of students’ reactions when facing an impasse to self-regulation of feelings when formulating challenging proofs. Moreover, attending to students’ short-term affect may serve as a vehicle for self-reflection and changes in longer-term affect, such as beliefs or motivation. This chapter highlights theory conducive for studying affect (attitudes, beliefs, emotions, etc.) and the current state of research on emotions specific to proving, for which three trends in existing studies are discussed: tracking a singular student’s emotions, viewing introduction-to-proof as a shift in students’ experiences, and validating instruments and theory using quantitative methods. I share preliminary instruments, data, and analyses by way of emotion graphs and words, as examples of work that can be done. Future research directions along each of the three trends are provided. This chapter serves as a starting point for undergraduate mathematics education researchers interested in the study of student emotions pertaining to proving.