What does it mean to dream about sadness?
Sadness in a dream often carries a loss or longing the mind is still holding, and what the sadness is attached to is usually the thread worth following.
Four ways to read it
Each reading below comes from a named tradition and a cited source, so you can see where it came from and decide what fits your dream.
Freud
Freud would read dream sadness as feeling tied to a loss or an unmet wish, sometimes one the waking mind has set aside. He held that grief and disappointment can surface in sleep when they have been kept down. The dream gives the sorrow a place to be felt.
After Freud, The Interpretation of Dreams (Brill trans., 1913), public domain.Jung
Jung would see sadness as part of a necessary descent, the lowering of mood that often precedes change. He did not treat such feeling as only an ailment but as part of the psyche's movement. The sorrow can mark something ending so that something else may begin.
Jungian concept (our summary).Modern
Continuity research ties dream sadness to waking loss, disappointment, and low mood that the sleeping mind keeps turning over. Some emotion accounts suggest dreaming helps soften the edge of painful feeling over time. The sadness is best read against what you have been carrying.
Continuity hypothesis (our summary).Mythological
Demeter's grief for her lost daughter turned the world to winter, and many myths made sorrow the source of the seasons or of song. The feeling was given weight enough to move the cosmos. Across cultures, mourning was a passage, marked and honoured rather than hurried.
Rosmerta Publishing editorial synthesis (after Bulfinch; Frazer).