The most common and most likely answer to this crossword clue is the 6 letter word MISERY
I've seen this crossword clue in Independent
M
I
S
E
R
Y
More clues leading to the result MISERY
- Unhappiness of Scrooge followed by joy at last
- Wet blanket near person at end of day
- Is Queen entertained by my sadness
- Killjoy is mean to exclude student
- Yes, I’m unhappy to take in a bit of recreation
- Anguish Scrooge thus described having lost money?
- Stingy; losing pound will get you grief
- Novel where Scrooge gets jolly in the end
- Woe is me, mistakenly on right – butt of party
- Skinflint Yankee in the Great Depression
Buddy explains!

The straight part
We know that "sadness" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case sadness = misery.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does MISERY mean?
MISERY noun- Great unhappiness; extreme pain of body or mind; wretchedness; distress; woe.
- A bodily ache or pain.
- Cause of misery; calamity; misfortune.
- (Extreme) poverty.
- Greed; avarice.