The below description is taken from LEGO.com.
“Why laugh when you can cry?”
To the Sad Clown, everything in life is a tragedy. Things that other Minifigures find joyful and jolly only fill him with sadness and woe. Not even puppies, kittens and birthday parties can turn his melancholy frown upside-down.
Many have tried to cheer him up with surprise presents, funny internet videos, and their favorite knock-knock jokes. But no matter what they do or say, he just sits there and sighs. If only they understood that the Sad Clown is only truly happy when he’s totally and completely miserable!