Gamma-ray burst (GRB) light curves generally are energy dependent, i.e.,the higher the photon energy, the narrower the pulse. In addition, the peak of the pulseat lower energies is usually delayed compared with that in higher energy. The phenomenoneven exists in some X-ray flares and following optical flares. However, its origin isstill unclear. Here we calculate the emission in different bands produced fromdifferent-thickness shocked shell due to radiative cooling, with the equal arrival timevolume effect considered. We find the emission profile is energy dependent and that thelight curves show spectral lag, which are consistent with the observations. This can be anexplanation of the energy dependence of light curve and spectral lag in GRB, X-ray flareand following optical flare.