As many psychologists have suggested, evoking memories of gratitude and then writing them down is recognized as an efficient daily activity to improve people's subjective happiness and well-being. This paper studies how using a smart voice agent, such as a smartphone and smart speaker, affects this activity. Instead of traditional handwriting, expressing gratitude through the voice agent has several benefits in terms of human-computer interaction aspects. As a first step for this study, we conducted short-term experiments using a voice agent with Japanese university students, including native Japanese and foreigners, and evaluated changes in their emotional state by using two psychological measurements, the Positive and Negative Affect Schedule (PANAS) and the Subjective Happiness Scale (SHS). The evaluation results revealed three important findings: (1) expressing and receiving gratitude via voice agent can potentially enhance positive affect and subjective happiness similar to traditional handwriting, (2) generating natural gratitude messages (e.g., from close friends or family) significantly improves positive affect and happiness, and (3) some people experience stress over tasks or methods of expressing gratitude, decreasing positive affect.