"Great sadness" refers to a feeling of intense sorrow or unhappiness that one experiences, usually due to a deeply emotional or distressing event. Full definition
Update: After three hours, the message still hasn't arrived, filling me with great sadness and a profound sense of loss. (epolitics.com)
Nevertheless, when a woman begins experiencing feelings of great sadness, only days after the birth of her baby, she may feel as if something is wrong with her. (thebabycorner.com)
It is now clear that he won't change so it brings great sadness for me to say he has to go.... (justarsenal.com)