In recent years, researchers and manufacturers have started to investigate ways to enable autonomous vehicles (AVs) to interact with nearby pedestrians in compensation for the absence of human drivers. The majority of these efforts focuses on external human–machine interfaces (eHMIs), using different modalities, such as light patterns or on-road projections, to communicate the AV’s intent and awareness. In this paper, we investigate the potential role of affective interfaces to convey emotions via eHMIs. To date, little is known about the role that affective interfaces can play in supporting AV–pedestrian interaction. However, emotions have been employed in many smaller social robots, from domestic companions to outdoor aerial robots in the form of drones. To develop a foundation for affective AV–pedestrian interfaces, we reviewed the emotional expressions of non-humanoid robots in 25 articles published between 2011 and 2021. Based on findings from the review, we present a set of considerations for designing affective AV–pedestrian interfaces and highlight avenues for investigating these opportunities in future studies.