The death of the Soft Oak in episode 13 is pretty sad too.
And of course, Sadlygrove's death in episode 25.
Sadlygrove: I'm not dying, I'm entering the legend.
Nox has spent 200 years of research, plotting, and genocide in order to gather the energy needed to travel back in time and stop his family from being destroyed partially due to his own negligence. In the end, he manages to defeat the heroes, drain the Tree of Life (killing the Sadidas in the process), and uses the all the energy gained over this time period to travel back in time... a whole twenty minutes. The ending would have been happier if he had completely won.
Most of Special Episode 3. It starts with Yugo and Adamai fighting over the Dofus, resulting in Yugo physically harming Adamai and Adamai rejecting his brother forever. Then we have Grovy losing his arm in the battle against Ogrest and Yugo being indirectly responsible for a hail of asteroids raining down upon the World of Twelve, resulting in widespread devastation. It ends with a happy tear jerker, though: Eva and Grovy's wedding.