In Romanian language there are some resources for automatic text comprehension, but for Emotion Detection, not lexicon-based, there are none. To cover this gap, we extracted data from Twitter and created the first dataset containing tweets annotated with five types of emotions: joy, fear, sadness, anger and neutral, with the intent of being used for opinion mining and analysis tasks. In this article we present some features of our novel dataset, and create a benchmark to achieve the first supervised machine learning model for automatic Emotion Detection in Romanian short texts. We investigate the performance of four classical machine learning models: Multinomial Naive Bayes, Logistic Regression, Support Vector Classification and Linear Support Vector Classification. We also investigate more modern approaches like fastText, which makes use of subword information. Lastly, we finetune the Romanian BERT for text classification and our experiments show that the BERTbased model has the best performance for the task of Emotion Detection from Romanian tweets.