Goats are capable of discerning emotional cues from their peers and even from humans. They can distinguish between happy and angry voices, demonstrating their sensitivity to emotional nuances. While it's unclear if goats can fully comprehend human sadness, their ability to detect emotional changes in vocalizations suggests they possess a level of emotional awareness.
Further research is needed to definitively answer whether goats can sense sadness, but their ability to recognize emotions in others indicates a potential for emotional understanding.