Dolorous

Deeply sorrowful, or causing great sadness

Dolor is its own legitimate word, for sadness or pain, even physical pain

Examples:

With fingers weary and worn,
With eyelids heavy and red,
A woman sat, in unwomanly rags,
Plying her needle and thread—
Stitch! stitch! stitch!
In poverty, hunger, and dirt,
And still with a voice of dolorous pitch
— Thomas Hood, Song of the Shirt

He is not violent, nor tormented by immeasurable and dolorous conceptions; his painting is healthy, exempt from morbid questionings and from painful complications; he paints incessantly, without turmoil of the brain and without passion during his whole life.
— Hippolyte Taine, writing about Renaissance artist, Titian

From time to time Sancho gave forth profound sighs and dolorous groans; and on Don Quixote asking him the cause of is sore anguish, he answered that from the end of his backbone to the nape of his neck he was aching, so that it drove him out of his senses.
— Miguel de Cervantes Saavedra, Don Quixote de la Mancha

Etymology:

Dolor is Latin for “pain, painful”