Facial affective behavior analysis (FABA) is crucial for understanding human mental states from images. However, traditional approaches primarily deploy models to discriminate among discrete emotion categories, and lack the fine granularity and reasoning capability for complex facial behaviors. The advent of Multi-modal Large Language Models (MLLMs) has been proven successful in general visual understanding tasks. However, directly harnessing MLLMs for FABA is challenging due to the scarcity of datasets and benchmarks, neglecting facial prior knowledge, and low training efficiency. To address these challenges, we introduce (i) an instruction-following dataset for two FABA tasks, e.g., emotion and action unit recognition, (ii) a benchmark FABA-Bench with a new metric considering both recognition and generation ability, and (iii) a new MLLM ''EmoLA'' as a strong baseline to the community. Our initiative on the dataset and benchmarks reveal the nature and rationale of facial affective behaviors, i.e., fine-grained facial movement, interpretability, and reasoning. Moreover, to build an effective and efficient FABA MLLM, we introduce a facial prior expert module with face structure knowledge and a low-rank adaptation module into pre-trained MLLM. We conduct extensive experiments on FABA-Bench and four commonly-used FABA datasets. The results demonstrate that the proposed facial prior expert can boost the performance and EmoLA achieves the best results on our FABA-Bench. On commonly-used FABA datasets, EmoLA is competitive rivaling task-specific state-of-the-art models.