I think the key to making the reader feel sad is to get them emotionally invested in the characters.
For example, I'm reminded of a book I read years ago where a character was introduced, and in the space of just a page or two the writer described some tragedy in her life and then described her crying and screaming. And I thought: That was way too fast. I haven't had time to get invested in this character.
That is, suppose that the person that you love the most in the world, your wife or your mother or the buddy that you went through hell in the war with or whatever, came to you with tears rolling down their face and said, "Oh, I just don't know what to do, please help me." It is likely that you would be instantly sympathetic and want to know what's wrong.
Now suppose you were walking down the street and some total stranger came up and did exactly the same thing. Your reaction would likely be to flippantly say, "Hey, I'm sorry, but I can't help you."
Likewise, if you want the reader to feel sorry for a character, you have to build up a connection between the character and the reader. You have to get the reader to like the character, to get him interested in what he or she is doing and what is happening to them. THEN we may care when they have problems.
Skillful wording of the description of their unhappiness is certainly a plus. But frankly I think it's the lesser element. I've read plenty of stories wherer the writer gets me involved with a character, and then throws in a totally stark description of a tragedy. Like, "And then George turned around and Sally was gone." If I care about George and Sally, and I understand that they are some place where being separated is a serious problem, this is enough to make me understand George's panic and fear. It doesn't need a lot of flowery words.
On the converse, though, if a story began, "George and Sally were travelling far from home. They were walking through the streets of a strange city when suddenly George realized that Sally was gone. He was filled with panic and fear. He could feel himself shaking. What, he wailed to himself, will I do?" The writer could go on and on and I probably still won't care, because I don't care about the character yet.