In part II of the story "A Rose for Emily" we learn that, while Emily is not directly characterized as a “sad” woman, she definitely suffers enough to be indirectly considered to be one.
That was two years after her father's death and a short time after her sweetheart--the one we believed would marry her --had deserted her. After her father's death she went out very little; after her sweetheart went away, people hardly saw her at all.
This statement serves as evidence to support the claim that Emily is a sad character. We know that she is sad because she prefers to remain submerged in her own world of thoughts and emotions; in the world of memories that she seemingly is unable to get rid of.
Another way to show that Emily is sad is by taking a close look at her personality. Emily has never quite mustered the ability to “fit in” with the rest of society. She has a few and rare lapses of normalcy, such as her short-lived china painting lessons and the rides around town with Homer Barron, but she never really catches up with anything. Moreover, we know that her fear of being abandoned is extreme when she refuses to give up the body of her father after he dies. Then, she kills the lover that tries to abandon her, keeps his body, and sleeps next to it until the day of her own death.
Clearly, someone who refuses (or is unable to) lead a life of quality and emotional independence cannot be a happy person. Emily has nobody to connect with, or relate to. She is detached from the modern world, and unwilling to move along with it. Those are the perfect attributes that describe someone who is truly “sad” or is more prone to live a life of sadness.