If you want to write your own sad song, you'll need to focus on more than just sad lyrics. You'll need to get the song sounding melancholic. In addition to the guitar used and the tone, you'll want to play your song using simple chords. Pretty much, any minor chord will make a song sound moody. D minor is said to be the saddest minor chord. The seventh major chord, specifically Cmaj7, is considered to be one of the saddest chords to play on guitar.