Your emotions come from the thoughts you have, which dictate your perceptions.
Underlying this are your beliefs.
if you examine your beliefs, you can usually discover the ones that are making you unhappy, be they about the world, about the nature of reality, about your own life, personality, or various failings etc (we all have them).
Examine these beliefs and replace any that are making you unhappy, it will rapidly percolate up and help with the sadness. this is obviously not a simple process, but the concept of doing it is simple. Any belief that attempts to defend itself to your cost is a parasite and deserves your special attention to remove and replace it.
Also, if you choose to leave unhappiness behind, check you’re not doing any of these things:
Note if you’re feeling a bit raw that I wrote that post with tongue firmly in cheek, and much of it based on unhelpful patterns from my own life in the past, before I learned to stop worrying, choose my own beliefs, and embrace the LHP, which I talked about (straight-up and not snark) here: