The purpose of the article is to provide an overview of the studies in the field of emotional information processing, namely "Dot Probe" task. The novelty of the study is that there are few of these works are presented in the Russian psychological literature. In this connection it is important to introduce the theoretical ideas and methodological decisions in this area. One approach in this area is to analyze the relationships between cognitive and emotional processes, which are studied using the "Dot Probe" procedure. The paper describes the study in which the "Dot Probe" was used firstly (MacLeod, Mathews, Tata, 1986) and the data of the current studies. It was shown that the most stable reliable effect is the effect of "vigilante attention" to the emotional stimuli. The data about relationships between relevant emotional features and this effect were presented. In the article the possibility of studying of the emotional information processing in connection with emotional intelligence was justified.