If you do something sadly, you do it in a way that shows you are feeling bad or unhappy.
The word sadly makes people think of feeling bad or unhappy.
Examples:
She looked at the broken toy sadly.
He spoke sadly about his lost dog.
Sadly, the ice cream fell on the ground.
The cat sadly watched the bird fly away.
Sadly, the whole cake was eaten by the dog.
The boy left the park sadly because it was time to go home.