Agile software development welcomes requirement changes even late in the process. However, it is unclear how agile teams respond to these changes. Therefore, as the starting point of a planned extensive study on handling requirement changes in agile projects, we examined the emotional responses to requirement changes by agile teams. In this paper, we (i) introduce a novel combined approach of using Grounded Theory and Sentiment Analysis (through SentiStrength and Job Emotion Scale), (ii) present three distinct phases of emotional responses, a summary of emotions, and variation in emotions and sentiment polarity (positivity, negativity, and neutrality) at each stage, and (iii) emphasize the necessity of taking emotional responses of agile teams into consideration when applying agile principles and practices to deal with changes.