Although people generally avoid negative emotional experiences in general, they often enjoy sadness portrayed in music and other arts. The present study investigated what kinds of subjective emotional experiences are induced in listeners by sad music, and whether the tendency to enjoy sad music is associated with particular personality traits. One hundred forty-eight participants listened to 16 music excerpts and rated their emotional responses. As expected, sadness was the most salient emotion experienced in response to sad excerpts. However, other more positive and complex emotions such as nostalgia, peacefulness, and wonder were also evident. Furthermore, two personality traits - Openness to Experience and Empathy - were associated with liking for sad music and with the intensity of emotional responses induced by sad music, suggesting that aesthetic appreciation and empathetic engagement play a role in the enjoyment of sad music.