Accumulated neuroimaging evidence shows that the dorsal lateral prefrontal cortex (dlPFC) is activated during emotion anticipation. The aim of this work is to examine the brain connectivity and activation differences in dlPFC between the positive, neutral and negative emotion anticipation by using functional near-infrared spectroscopy (fNIRS). The hemodynamic responses were first assessed for all subjects during the performance of various emotion anticipation tasks. And then small-world analysis was performed, in which the small-world network indicators including the clustering coefficient, average path length, average node degree, and measure of small-world index were calculated for the functional brain networks associated with the positive, neutral and negative emotion anticipation, respectively. We discovered that compared to negative and neutral emotion anticipation, the positive one exhibited enhanced brain activation in the left dlPFC. Although the functional brain networks for the three emotion anticipation cases manifested the small-world properties regarding the clustering coefficient, average path length, average node degree, and measure of small-world index, the positive one showed significantly higher clustering coefficient and shorter average path length than those from the neutral and negative cases. Consequently, the small-world network indicators and brain activation in dlPPC were able to distinguish well between the positive, neutral and negative emotion anticipation.