In this study, we examined reciprocal relations between students’ achievement emotions (enjoyment, anxiety, and boredom) and learning strategies (deep-processing strategy and surface-processing strategy). Japanese elementary school students (N = 111; 5th and 6th grade students) twice completed self-report measures of achievement emotions and learning strategy use in mathematics and Japanese classes. Results of the cross-lagged panel model indicated that “enjoyment” positively predicted the use of deep-processing strategies and negatively predicted the use of surface-processing strategies. In addition, “anxiety” positively predicted the use of surface-processing strategies, and “boredom” negatively predicted the use of deep-processing strategies and positively predicted the use of surface-processing strategies in Japanese class. Results also indicated that the use of deep-processing strategies negatively predicted “boredom.” In addition, the use of deep-processing strategies positively predicted “joy” and negatively predicted “anxiety” in Japanese class. These results suggest that emotions can be antecedents of students’ learning strategies and that the development of emotion differs depending on strategy use.