Formal:
* Tu me rends triste. (This is the most direct and literal translation.)
* Tu me fais de la peine. (This is a slightly softer and more polite way to say it.)
Informal:
* Tu me rends malheureux/malheureuse. (This is a stronger and more emotional way to say it.)
* Tu me déprimes. (This means "You depress me" and is a more informal and colloquial way to say it.)
* T'es chiant/e. (This is very informal and means "You're annoying" and can be used in a playful way with close friends or family.)
More nuanced:
* Ta tristesse me touche. (This means "Your sadness touches me" and implies that you feel their sadness deeply.)
* Je suis attristé(e) par ton attitude. (This means "I am saddened by your attitude" and is a more specific and formal way to express your feelings.)
The best way to say it will depend on the context and your relationship with the person.