The first question you have to ask yourself when you are sad, "How was my relationship with Allah?"
That relationship is connected to your salah, primarily your 5 daily prayers.
Do you read them with enthusiasm? We are not even talking about regularity because that is supposed to be the case, anyway. But we are talking about enthusiasm. Do you look forward to the prayer? Do you realize what you are doing when you are reading or fulfilling the five daily prayers?
Sit for a moment and think. It will snatch your sadness. It will withdraw, it will combat the sadness you are feeling. just by thinking for a moment. "What am I doing? Who am I putting my head on the ground for here? Who is it? The One who made me, The One who owns my happiness, The One who's in control. And ultimately The One I'm going to go back to when my eyes close like everybody else's eyes have already closed and are closing and will close, I'm going to go back to the supreme deity whom I've just put my head on the ground for. Allahuakbar.
It is powerful. If you sit and ponder over it, that alone will help you to remove the sadness in your life because even if everything is going against your liking, you are assured that it is going according to the plan of Allah.
Nothing goes according to someone else's plan. It is Allah's plan.
How can you be sad, when Allah is with us?