1) Talk about it
Proverbs 17:17
"A true companion is loving all the time, and is a brother that is born for when there is distress."
We may think of someone we can completely trust, and confide in him/her about what we feel. When we talk about our feelings, we feel an overwhelming relief, knowing that someone knows what we're going through. That will get us out of the pit of sadness.
2) Write about it
Proverbs 3:21
"Safeguard practical wisdom and thinking ability, and they will prove to be life to your soul and charm to your throat."
Putting down our thoughts and feelings on paper when sadness overwhelms us can help us "safeguard practical wisdom and thinking ability."
One Biblical example in writing down feelings of deep sadness is King David. We can read his expressions at Psalm 6:6:
"I have grown weary with my sighing;
All night long I make my couch swim;
With my tears I make my own divan overflow."
We can do similarly by keeping a journal and writing down what we feel and what we think may be at the root of our sadness.
3) Pray about it
Philippians 4:6,7
"Do not be anxious over anything, but in everything by prayer and supplication along with thanksgiving let your petitions be made known to God; and the peace of God that excels all thought will guard your hearts and your mental powers by means of Christ Jesus."
We must pray to God about our concerns, pouring out our heart to him and asking him to help us identify the root of our sadness. By doing so, we can have the "peace of God that excels all thought", which "will guard our heart and our mental powers."
4) Let God's Word be a light to your roadway
Psalm 119:105
"Your word is a lamp to my foot,
And a light to my roadway."
Filling our minds with upbuilding thoughts that we glean from Bible accounts can have a positive effect on our thoughts, feelings and actions. So it's beneficial to make it a habit to read God's Word daily.
Based on Awake magazine, September 2010, pages 20-22.
