Sad dream meaning is explained below using 3 different sources. Each interpretation is shown with its source.

Interpretation 1 — DreamForth

To dream that you are sad implies that in order to once again experience true bliss, you must discontinue all negative thoughts. Battling suffering and distress will allow you to achieve joy.
Source: Dream Symbols and Analysis Author: DreamForth

Interpretation 2 — Joan Seaman - Tom Philbin

Some aspect of one’s life is not working out.
Source: New American Dream Dictionary Author: Joan Seaman - Tom Philbin

Interpretation 3 — Margaret Hamilton

See “depressed”
Source: Dream Dictionary Unlimited Author: Margaret Hamilton