- The ending theme, "Snow Flower", is much more serious and sad than the upbeat opening.
- Saga's reaction to Sugar writing an apology note... on her deceased mother's piano sheet music. Up to this point in the show, each episode has had a Happy Ending, and the episode itself builds up to a heartwarming ending of the two apologizing to each other. It's devastating when it becomes clear what's happening instead.
- The story of the Bear Pianist is this in-universe, though it can cause tears for the viewers as well.
- When Sugar believes everyone is leaving her and becomes feverish while crying for her friends.
- Saga's Heroic BSoD when confronted with Greta getting the piano for her birthday. Sugar's resulting sickness makes it worse, but what really nails it is Saga's memories of her mother and feeling as if she lost her.
- The fairies leave Saga at the end of the series. In particular, Saga's line, "Sugar, you're gone now, so I guess it's okay to cry" feels like it could be directly addressing the audience.
Tear Jerker / A Little Snow Fairy Sugar