Duncan has put all of his trust into Macbeth. Macbeth has been given a new title (Thane of Cawdor) because of the treacherous betrayal of the former Thane of Cawdor who has been executed for treason. This is incredibly sad because we know that Macbeth is going to murder Duncan - we know that he and his lovely wife have already begun their scheming to get Duncan out of the way so that the witches' prophecies about Macbeth being king can come true without impediment.
One quote that is very sad (and contains quite a bit of foreshadowing) is in Act I, scene iv, after Duncan has asked if the former Thane of Cawdor has been executed yet (and in this quote, Duncan is speaking of this traitor):
"There's no art
To find the mind's construction in the face.
He was a gentleman on whom I built
An absolute trust."
Then Macbeth and others enter, and Duncan addresses Macbeth directly:
"O worthiest cousin!
The sin of my ingratitude even now
Was heavy on me."
Now that the former Cawdor is gone, Duncan has begun building his "absolute trust" on another deceitful, conniving person - Macbeth! He's ready to give him titles and riches, just like he did for the other guy, and is even berating himself for not doing it quickly enough.
Duncan's quickness in trusting bad people - it's almost like he's desperate to have loyal people around him - makes his murder all the more horrific.
There is also the fact that Lady Macbeth, the one who is so adamant about committing the murder, says to herself that she would have killed Duncan herself if he had not looked so much like her own father as he slept.
That is pretty horrifying, but it also identifies a more human quality in her otherwise extremely evil self.