Choosing a Teaching Style is an important decision which affects the different elements of teaching, as well as the students, both men and women. Consequently, this study aims at determining the differences that exist in the emotional intelligence skills in learning dance depending on students' sex, analysing the preferences for the Command Teaching Style or for the Problem Solving Teaching Style according to sex, and identifying students' perception of emotions in the two types of teaching. Thus, 6 sessions were held, with a mixed quasi-experimental design and two different teaching styles (Command and Problem Solving). 114 university students participated in the study (51.8% women and 48.2% men) with an average age of 21.9 (DS = 1.52). The TMMS-24 test was used to measure emotional intelligence. Furthermore, 24 interviews were held to obtain information on the students' social behaviours, opinions, thoughts and perceptions. The study's main conclusion is that, irrespective of the Teaching Style used, in dance classes women manifest higher emotional intelligence values than men, and achieve greater attention and clarity with the Problem Solving Teaching Style, and greater repair with the Command Style. There is a preference for Traditional Dance and music is highly valued in dance practice.