Researchers looked at the listening habits of around 450 people going through a range of emotions and circumstances.
The results showed that while many people enjoyed happy music more, it was the sadder, more emotional tracks which they turned to at times of crisis.
"Sadness often involves emotional loss, which is not a problem which can be solved or reversed," said Annemieke Van den Tol from De Montfort University Leicester (DMU) in the UK.
"When we asked people about their sad music choices, participants were allowed to respond with regards to any sad songs or piece of music they believed to sound sad," she said.
In one study, listeners to a popular Dutch radio station were asked to fill in an online questionnaire which listed a set of statements, with participants scoring each from one to five based on how true it was for them.
Far more people agreed with the assertion that they listened to sad music for consolation than happy music and that they did so to find consolation when negative feeling were 'overwhelming', researchers said.
For many, sad music helped listeners cope with a negative situation, helped them cry and deal with grief. The data showed that this emotional involvement with the sad music helped listeners to cope with and accept feelings of loss.
"Ultimately, this study shows that even though many people prefer listening to happy music in general, they find sad music helps them deal with sadness more often," said Van den Tol.
"By connection to the sad emotions in the music, they are able to turn negative emotions into something more peaceful, allowing them to move on and accept these," she said.
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