It's unfortunate that there seems to be more negative emotion than positive ones. Being sad and depressed is a common emotion that we must deal with. While dealing with these negative emotions, it is good to talk about how you feel. Let's get started so you can say how bad you feel in English.
I'm not going to cover feeling sad or depressed due to a broken heart in this lesson. Having a broken heart is a large topic so I will dedicate a whole lesson to the broken heart.
There are several ways to express you are sad by using different words. Here is a small list of different words you might hear.