This article discusses the experience of sorrowful beauty (i.e., aesthetic sadness), which is negatively emotionally valenced, from the empirical perspective of neuroaesthetics. It reviews theories and findings from a wide range of research fields, which includes art and aesthetics, experimental aesthetics, psychophysiology, neuroimaging, and data-driven research. Finally, by considering the relationship between “imaginary emotion,” eudaimonia, and negative capability, the aim of this article is to provide a neuroaesthetics perspective on sorrowful beauty derived from the appreciation of tragic art.