In dialogue systems, role-playing agents (RPAs) aim to embody specific characters, but they often struggle to exhibit emotional expressions that are consistent with their assigned roles, resulting in insufficient emotional fidelity. This paper proposes EmoRL, a novel curriculum reinforcement learning (RL) framework, to enhance the emotional fidelity of RPAs. EmoRL features a multi-stage training paradigm guided by a carefully designed suite of reward functions. These rewards, including Format, Fine-grained Exact (FE), Emotional Similarity (ES), and Coarse-grained Categorical (CC) rewards, assess emotional consistency from strict to lenient perspectives. The curriculum RL process applies these rewards sequentially from easy (CC) to difficult (FE), enabling the RPAs to progressively learn coarse-grained emotional tendencies before mastering fine-grained distinctions. Furthermore, we introduce an emotional dialogue data synthesis pipeline to augment training data diversity and balance. Experiments on the Personality EmotionLines Dataset (PELD) demonstrate that EmoRL significantly outperforms baselines like RoleLLM, SFT, and DPO across both single-turn and multi-turn dialogues, with particularly notable gains in longer conversations. Our findings confirm the effectiveness of the curriculum learning strategy, the importance of balanced data, and the value of synthesized data for improving emotional fidelity.