Although previous studies have identified negative relationships between cognitive ability and emotional problems (EP), mechanism explaining these relationships remained unclear. This study evaluated two explanatory models using bivariate moderation model-fitting analysis in a twin design. The resilience model suggests that high cognitive ability decreases the risk of EP in adverse settings, and the scarring model suggests that EP symptoms lead to persistent cognitive deficits following onset. The Standard Progressive Matrices Plus (SPM) and EP scale were administered to a sample of 3,202 twins (mean age = 14.62 ± 1.74 years) attending public schools in Nigeria. The results of bivariate moderation model-fitting analyses only supported the resilience model. Moderation effects were not significant in the scarring model when genetic and environmental influences were incorporated. The best-fitting bivariate moderation model assuming the resilience model yielded a genetic correlation of - 0.57 (95% CI =  - 0.40, - 0.84) with no significant environmental correlations. Moreover, the SPM moderated the environmental, not genetic, influences on EP, such that environmental influences were strong when protective factors were absent (low SPM) and weak when these were present (high SPM). These results indicate the need to develop targeted prevention and intervention strategies for EP in adolescents displaying low cognitive ability in deprived settings.