Background: This paper proposes a new emotional stress assessment system using multi-modal bio-signals. Electroencephalogram (EEG) is the reflection of brain activity and is widely used in clinical diagnosis and biomedical research.Methods: We design an efficient acquisition protocol to acquire the EEG signals in five channels (FP1, FP2, T3, T4 and Pz) and peripheral signals such as blood volume pulse, skin conductance (SC) and respiration, under images induction (calm-neutral and negatively excited) for the participants. The visual stimuli images are selected from the subset International Affective Picture System database. The qualitative and quantitative evaluation of peripheral signals are used to select suitable segments of EEG signals for improving the accuracy of signal labeling according to emotional stress states. After pre-processing, wavelet coefficients, fractal dimension, and Lempel-Ziv complexity are used to extract the features of the EEG signals. The vast number of features leads to the problem of dimensionality, which is solved using the genetic algorithm as a feature selection method.Results: The results show that the average classification accuracy is 89.6% for two categories of emotional stress states using the support vector machine (SVM).Conclusion: This is a great improvement in results compared to other similar researches. We achieve a noticeable improvement of 11.3% in accuracy using SVM classifier, in compared to previous studies. Therefore, a new fusion between EEG and peripheral signals are more robust in comparison to the separate signals.