The adjective empathic describes the ability to understand other people's feelings. There is nothing better than a truly empathic friend when you're feeling sad.
Empathic people are sensitive to the way others feel, and even seem to share those feelings. If you give truly empathic support to someone who's suffered a serious, tragic loss, you may even cry along with them as they tell their story. Empathic is an older word than its close relation, the more common empathetic. These synonyms come from the Greek root pathos, or "feeling."