Music generates vicarious emotions in listeners without real-life implications. Music helps to channel one’s frustration or purge negative emotions like anger and sadness. It's cathartic. When we listen to sad music (or watch a sad film), we are disconnected from any real threat or danger that the music (or movie) represents. When we cry at the beauty of sad music, we experience a profound aspect of our emotional selves (Kawakami, et al., 2013).

At the biological level, sad music is linked to the hormone prolactin. which is associated with crying and helps to curb grief (Huron, 2011). Sad music tricks the brain into engaging a normal, compensatory response by releasing prolactin. In the absence of a traumatic event, the body is left with a pleasurable mix of opiates with nowhere else to go. Prolactin produces feelings of calmness to counteract mental pain.

Empathy plays a significant role in the enjoyment of sad music. Empathy can be broadly defined as a process by which we can come to understand and feel what another person is experiencing. Expressions of sadness and grief are likely to rouse support and help in others. Similarly, listening to sad music may evoke an empathic concern in those with a strong disposition to empathy.

Sad music produces psychological benefits via mood regulation. Sad music enables the listener to disengage from distressing situations (breakup, death, etc.) and focus instead on the beauty of the music. Further, lyrics that resonate with the listener’s personal experience can give voice to feelings or experiences that one might not be able to express oneself.

Music has the ability to provide company and comfort. People tend to listen to sad music more often when they are in emotional distress or feeling lonely, or when they are in introspective moods. Sad music can be experienced as an imaginary friend who provides support and empathy after the experience of a social loss. The listener enjoys the mere presence of a virtual person, represented by the music, who is in the same mood and can help cope with sad feelings.