Though both terms are often used interchangeably, sadness is generally regarded -- from a clinical standpoint -- as the precursor of depression, which can make leading a normal life difficult. However, a growing body of research suggests that sadness -- if it's not addressed -- affects physical well-being, as well as emotional well-being. Failure to cope adequately with sadness imposes higher stress on the body, which can result in autoimmune diseases, heart problems, and a greater tendency toward self-harming behavior.