When was the last time you were sad? Yesterday? All of us are overcome with feelings of despair from time to time. It is important that we remember Allah SWT at all times of our lives; in happy times, in sad times, in neutral times. When we are not given what we strive for, we should know that something that we may think is good for us Allah SWT may decide is bad for us, and that something we think is bad for us Allah SWT may have deemed a greater thing.
That being said, sadness is natural. Yes, we can remember Allah SWT in times of hardship or in times of our greatest happiness, but tears are natural in times like these, and it's fine to let them out every once in a while. We are creatures of Allah SWT in the end, not Allah SWT Himself. We have our moments of most vulnerability, and that's fine. Embrace what you have been given, and return to your Lord at all moments of your life.