Several studies have suggested that trait and ability-based measures of emotional intelligence (EI) contribute to the promotion of well-being in adults. However, this relationship has not been sufficiently explored among adolescents. The present study aims to: i) investigate the associations between EI dimensions and well-being indicators (self-esteem, life satisfaction and social anxiety) in adolescents; and ii) analyze the effect of sex and age on dimensions of EI. The sample consisted of 1066 adolescents (57.9%girls and 42.1%boys), aged between 11 and 18 years (M = 14.36; SD = 1.58). Participants completed sociodemographic and validated psychosocial measures. Correlation analysis indicated that EI dimensions (self-emotion appraisal, use of emotions and regulation of emotions) were positively and moderately correlated with self-esteem and life satisfaction, whereas associations between EI and social anxiety dimensions were small and negative. Boys reported higher levels of self-emotion appraisal, use of emotions and regulation of emotions, whereas girls showed higher levels of other-emotions appraisal. Age was negatively associated with the use of the emotions dimension and positively correlated with the emotional appraisal of others, although both correlation coefficients were small. Our study findings suggest the need and importance of implementing emotional education practices during adolescence.