Poor Sad Smiley is always melancholy. He is the youngest sibling of the "Smiley Triplets," and while his two older brothers can usually keep him relatively calm, but it doesn't take much to scare and upset him. He also tends to wander, despite his fears, which only makes things worse for both himself and his brothers, but he can defend himself with a screeching sonic cry if cornered and things become more than he can handle. Besides, he's a living cartoon, so nothing can really truly harm him, but he doesn't seem to fully realize that and worries about everything anyway.
Sad Smiley was created as something of an antithesis of his brother Skinny Smiley, since Skinny was the first character of what would become the Smiley Family. As Skinny is based on a classic yellow smiley face, so is Sad based upon a frowny face. The "X's" for his eyes aren't meant to show that he is dead as such kinds of eyes usually represent, but rather to show that his eyes are always closed or at the very least he squints all of the time since he is almost always afraid and/or in tears. He is always drawn with at least one tear on his cheek, if there aren't more steaming out of his eyes like shown here, at any given time whenever he is present on a comics page.