People convey sentiments and emotions through language. To understand these affectual states is an essential step towards understanding natural language. In this paper, we propose a transfer-learning based approach to inferring the affectual state of a person from their tweets. As opposed to the traditional machine learning models which require considerable effort in designing task specific features, our model can be well adapted to the proposed tasks with a very limited amount of fine-tuning, which significantly reduces the manual effort in feature engineering. We aim to show that by leveraging the pre-learned knowledge, transfer learning models can achieve competitive results in the affectual content analysis of tweets, compared to the traditional models. As shown by the experiments on SemEval-2018 Task 1: Affect in Tweets, our model ranking 2nd, 4th and 6th place in four of its subtasks proves the effectiveness of our idea.