While one could consider Robert Frost's poetry sad, another could consider his poetry thought provoking.
Questions like this will always get different answers. The question can only be answered by individual readers and, with each reader, interpretation of the poems will differ.
Many of Frost's poems do depict imagery which could cause one to interpret the poem's mood as one which elicits sadness. Time after time, Frost's poems show life ending, love lost, and solitude. Given that many would interpret these events as sad, others could look at them as events which speak to a new life. One of Frost's poems "Spring Pools" certainly shows the promise of new life coming with the onset of spring.
Overall, based upon the reoccurring themes and imagery in his poetry, one could justify calling him a poet of sadness.