This paper describes the participation of the SINAI research group at WASSA 2022 (Empathy and Personality Detection and Emotion Classification). Specifically, we participate in Track 1 (Empathy and Distress predictions) and Track 2 (Emotion classification). We conducted extensive experiments developing different machine learning solutions in line with the state of the art in Natural Language Processing. For Track 1, a Transformer multi-output regression model is proposed. For Track 2, we aim to explore recent techniques based on Zero-Shot Learning models including a Natural Language Inference model and GPT-3, using them in an ensemble manner with a fine-tune RoBERTa model. Our team ranked 2nd in the first track and 3rd in the second track.