Success leads to happiness and, vice versa, happiness make people more successful. However, the direct pursuit of happiness makes no sense. It is even counter-productive. Yet, happiness can be increased by becoming engaged in an intentional activity. Then, happiness is your reward, not your purpose. The counterpart of happiness is sadness. Research shows that sadness can improve memory, leads to better judgment, can increase motivation, and improves interactions. It stimulates empathy and creativity. It often functions as a source of artistic achievements. Sadness is more than the absence of happiness. It has its unique value. Attention is devoted to the apparent paradox of “pleasurable sadness.” In hard times, most of us prefer to listen to sad music rather than to happy music. This paradox can be solved when we realize that listening to sad music is a consoling and rewarding experience that expands our psychological richness. It is different from depression.