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Appears it's an official English name.
I had a dog-themed avatar before it was cool.I see that Belladonna of Sadness is listed as a redirect when it should be the other way around. I guess I will just transplant the text and make Kanashimi No Belladonna the redirect.
Yes, that's the proper procedure. When there is an official English title (as opposed to fan translation and the like), the English title is favored.
Kanashimi No Belladonna appears to be marketed in English as Belladonna of Sadness. It is listed as such at Amazon and other places that sell the DVD. Is a title change appropriate? I believe it would be but approximately 0.000001% of the articles I edit are anime so I thought I should ask.