Can emotional information be unconsciously processed by the brain? The subliminal affective priming effect provides rigorous evidence for this question. With the visual masking and continuous flash suppression paradigms, the subliminal affective priming effect has been found in tasks on attention and memory, social evaluation and even behavior preference when invisibly facial expressions are employed as primes. It has also been shown that the participants' skin conductance level and cardiovascular reactivity are enhanced in these tasks. The findings from studies that aimed to explore neural mechanisms suggest that unconsciously perceived facial expressions have an influence on the early perceptual processing and late emotional meaning analysis of the target stimuli, in which the amygdala plays an important role. The affective primacy hypothesis and the feelings-as-information theory are proposed to explain the mechanism of the subliminal affective priming effect from the perspectives of domain specificity of affective system and affective attribution. Finally, potential directions for future studies are suggested.