Emotion Recognition in Conversations (ERC) is crucial for machines to understand dynamic human emotions. While Large Language Models (LLMs) show promise, their performance is often limited by challenges in interpreting complex conversational streams. We introduce a Clue of Emotion (CoE) framework, which progressively integrates key conversational clues to enhance the ERC task. Building on CoE, we implement a multi-stage auxiliary learning strategy that incorporates role-playing, speaker identification, and emotion reasoning tasks, each targeting different aspects of conversational emotion understanding and enhancing the model’s ability to interpret emotional contexts. Our experiments on EmoryNLP, MELD, and IEMOCAP demonstrate that CoE consistently outperforms state-of-the-art methods, achieving a 2.92% improvement on EmoryNLP. These results underscore the effectiveness of clues and multi-stage auxiliary learning for ERC, offering valuable insights for future research.