Sadness serves adaptive functions in restructuring one's objectives and strategies in loss situations. This study examined the relationship between the effects of sadness, social components, and psychopathological issues in children, distinguishing between state and dispositional sadness. A semi-structured written interview about a specific moment of sadness and questionnaires to measure interpersonal features (empathy, prosocial behavior, and attachment) and psychopathological symptoms (internalizing/externalizing symptoms) were administered to 476 children (age range: 7–10 years, M = 8.81, SD = 1.07; 52.3% female; 91% White) from various primary schools in central Italy, along with their teachers. Network Analysis and Multivariate Linear Regression Analysis showed that state sadness was positively associated with affective empathy, whereas dispositional sadness was positively associated with internalizing/externalizing symptoms. The findings offer insights to parents and educators on the importance of recognizing and accepting sadness as an adaptive response contingent on sad events.