Sadness is commonly perceived as an affective state with negative valence. However, studies on the psychological and physiological effects of sadness have yielded mixed results. We proposed a systematic analysis of sadness, taking into account an additional dimension - the intensity of approach motivation, understood as an urge to move toward. We induced low and high approach motivation sadness while measuring electrical brain activity (EEG). We predicted that low approach motivation sadness and high approach sadness would evoke different patterns of frontal alpha activity. In our study, 41 participants were randomly assigned to a low or high approach motivation sadness induction. A significant interaction was observed when comparing low and high approach motivation sadness across the presented stories, as measured by the frontal alpha asymmetry index. To furtherly explore this effect, we conducted cluster-based permutation analysis on individual alpha peak-centered spectra, which revealed a more centrally diffused effect over the frontal areas in both hemispheres as well a significant activation over the occipital region. Low approach motivation sadness was associated with reduced alpha power over frontal areas, while high approach motivation sadness was associated with increased alpha power in the same region, both in comparison to neutral condition. These results might reflect Default Mode Network activation or the projection from occipital area. Based on these results, we propose a new perspective on sadness as a heterogeneous state that should be evaluated based on the intensity of approach motivation, rather than solely on its valence.