A Hormone of Comfort

One leading idea points to prolactin, a hormone tied to comfort and emotional recovery that the body releases after crying. Researchers have proposed that a sad song may tap into the same soothing response without the painful event that usually triggers tears, giving you the consolation without the loss. The link is still a working hypothesis, not settled fact.

The brain's reward system is involved too. A 2011 study in Nature Neuroscience found that dopamine — the same chemical tied to food and other pleasures — spikes at the most emotionally intense moments in music, including sad and tense passages.