You feel sad when you keep your mind focused on negative things. Your thoughts are the cause of your unhappiness.
You have a large choice of what to think about. Instead of causing yourself sadness, focus on happiness-producing thoughts.
Imagine that you have a tape recorder and are choosing between two tapes. One will make you happy and cheerful, while the other will make you sad and miserable. Only a fool would choose the tape that causes suffering.
Your mind is constantly playing tapes. It is always your choice between self-statements and thoughts that that will make you happy and cheerful, and those that will cause you misery. Consistently choose positive thoughts and you will live a happy life.
(from Sefer Hamidos; Rabbi Pliskin's Gateway to Happiness, p.173)p.46)