As instructors and curriculum developers examine the role of physics lab in introductory courses, researchers are beginning to attend to students' affective experiences such as attitudes about experimentation and sense of agency. We expand on this work by exploring the relationships between emotional states and students' self-efficacy, sense of agency, and interest in the context of physics lab activities. We administered pre- and post-surveys to students in two calculus-based introductory physics courses to gauge students' perceptions of the lab activities with regard to their emotional states, self-efficacy, sense of agency, and interest. Students attend studio sessions twice per week and the lab activities are interspersed throughout the semester. The labs are primarily designed to reinforce physics concepts that were introduced to students the previous day in an interactive lecture session. Our results indicated that students' self-efficacy and sense of agency are tightly related to one another in the context of these physics labs. However, we found few clear and consistent trends between students' emotional states and their self-efficacy, sense of agency, and interest.