A phrase that is orally announced when things are not going the way that one expected it to be going. The origin of this phrase surfaced somewhere in the southwest Bakersfield, California area.
"Crap! I just broke my brand new drum sticks...sad day!"
Frank: "Wow, Gabe. That song you wrote is gay."
Gabe: "Aw, sad day."
Sad nigga Day is basically sad nigga hours but prolonged and usually you are extremely sad all day and you masturbate.
Usually sad nigga day happens because you were rejected.