Someone who's blue feels sadness, like a little girl whose best friend has moved away.

Use the noun sadness when you're talking about sorrow. Sadness may be the overwhelming mood at a funeral, for example, or an elderly man might describe his life's greatest sadness as letting his childhood sweetheart get away. An interesting thing about sadness is that its original meaning was "seriousness." It wasn't until the 1600s that it came to mean "full of sorrow."

Definitions of sadness
  1. noun
    the state of being sad
    “she tired of his perpetual sadness
    synonyms: sorrow, sorrowfulness
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    bereavement, mourning
    state of sorrow over the death or departure of a loved one
    poignance, poignancy
    a state of deeply felt distress or sorrow
    type of:
    state characterized by emotions ranging from mild discontentment to deep grief
  2. noun
    emotions experienced when not in a state of well-being
    synonyms: unhappiness
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    emotions experienced when in a state of well-being
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    sadness caused by grief or affliction
    persisting sadness
    a feeling of thoughtful sadness
    a feeling of intense unhappiness
    desolation, forlornness, loneliness
    sadness resulting from being forsaken or abandoned
    tearfulness, weepiness
    sadness expressed by weeping
    an emotion of great sadness associated with loss or bereavement
    regret, rue, ruefulness, sorrow
    sadness associated with some wrong done or some disappointment
    cheerlessness, uncheerfulness
    a feeling of dreary or pessimistic sadness
    sad feelings of gloom and inadequacy
    dejectedness, dispiritedness, downheartedness, low-spiritedness, lowness
    a feeling of low spirits
    gloom, gloominess, somberness, sombreness
    a feeling of melancholy apprehension
    a feeling of dispirited melancholy
    brooding, pensiveness
    persistent morbid meditation on a problem
    Weltschmerz, world-weariness
    sadness on thinking about the evils of the world
    attrition, contriteness, contrition
    sorrow for sin arising from fear of damnation
    broken heart
    devastating sorrow and despair
    brokenheartedness, grief, heartache, heartbreak
    intense sorrow caused by loss of a loved one (especially by death)
    mournfulness, ruthfulness, sorrowfulness
    a state of gloomy sorrow
    compunction, remorse, self-reproach
    a feeling of deep regret (usually for some misdeed)
    a feeling of dismal cheerlessness
    demoralisation, demoralization
    depression resulting from an undermining of your morale
    a feeling of being unable to manage
    a feeling of sorrow (often self-indulgent) over your own sufferings
    despondence, despondency, disconsolateness, heartsickness
    feeling downcast and disheartened and hopeless
    oppression, oppressiveness
    a feeling of being oppressed
    abnormal depression and discontent
    type of:
    the experiencing of affective and emotional states
  3. noun
    the quality of excessive mournfulness and uncheerfulness
    synonyms: gloominess, lugubriousness
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    type of:
    not conducive to cheer or good spirits
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