Is having sex as a way to cope with depression and grief a bad thing? Ive been feeling super depressed lately and grieving my son's father's death, and well I started talking to this guy and he made me laugh and we were having a good time just hanging out and for the first time in months I didn't feel miserable. we ended up having sex twice, during it I felt better then I have felt in months but now I feel guilty and sad, and like I did something wrong.