Using machine-learning methodologies to analyze EEG signals becomes increasingly attractive for recognizing human emotions because of the objectivity of physiological data and the capability of the learning principles on modeling emotion classifiers from heterogeneous features. However, the conventional subject-specific classifiers may induce additional burdens to each subject for preparing multiple-session EEG data as training sets. To this end, we developed a new EEG feature selection approach, transfer recursive feature elimination (T-RFE), to determine a set of the most robust EEG indicators with stable geometrical distribution across a group of training subjects and a specific testing subject. A validating set is introduced to independently determine the optimal hyper-parameter and the feature ranking of the T-RFE model aiming at controlling the overfitting. The effectiveness of the T-RFE algorithmfor such cross-subject emotion classification paradigmhas been validated by DEAP database. With a linear least square support vector machine classifier implemented, the performance of the T-RFE is compared against several conventional feature selection schemes and the statistical significant improvement has been found. The classification rate and F-score achieve 0.7867, 0.7526, 0.7875, and 0.8077 for arousal and valence dimensions, respectively, and outperform several recent reported works on the same database. In the end, the T-RFE based classifier is compared against two subject-generic classifiers in the literature. The investigation of the computational time for all classifiers indicates the accuracy improvement of the T-RFE is at the cost of the longer training time.