"Lord Randall" is sad. And no, he doesn't particularly want to talk about it, especially with his mother. However, even though his bit-by-bit answers aren't entirely straightforward, they do consistently communicate one thing: he's so tired, and he just wants to be alone… on his deathbed. We don't have to be Freud to recognize these things as classic symptoms of melancholia—you know, a kind of extreme, er, sadness. In the end, we discover that his sadness isn't an existential condition as it seems to be at first, but that it's specifically caused by the betrayal of his lover. Yet even before we find this out, we can't help but notice that the poem is brimming over with a vague, bummer atmosphere.
Since the straightforward dialogue form of this poem does not allow us to see the characters' reactions, the poem relies upon the reader's (or listener's) response to create a dramatic air of sadness and mourning.
While Lord Randall's sadness is not expressed overtly, we see evidence of his melancholy attitude in his emphasis on his physical weariness; in this way, though the poem lacks detailed description of his feelings, we can see emotions projected through Lord Randall's body.