There are lots of different ways to say you are sad in English. Here are a few of the more common ways to say it. As always, leave a comment if you have any questions!

I’m sad.
I’m disappointed.
I’m tired. – some people say they are tired, when they are really sad.
I’m bummed. – slang
I’m down.
I’m down in the dumps.
I’m miserable. (This is pretty sad.)
I’m unhappy.
I’m blue.
I’m gloomy.
I’m glum.
I’m depressed. (This is very sad.)
I’m troubled.
I’m tearful.
I’m disheartened.