"an air of sadness" is a correct and usable phrase in written English. It is often used to describe the atmosphere of a place or the feeling brought about by a particular situation. For example, "When we entered the old house, we were struck by an air of sadness that seemed to pervade the hallways.".
There is an air of sadness about him.
"There is an air of sadness and anxiety.
Among my Lahori friends there was an air of sadness, depression.
But this is an older, more isolated Crosby, enveloped in an air of sadness.
Anne talks about "an air of overwhelming sadness since the events of Saturday".
At dusk, the view from across the lake dissolves in a humid mist and the house seems enshrouded in an air of beautiful sadness.
He welcomed me warmly at his door, but with a kind of abstracted courtesy; pleased to be visited, but also shy, with an air of entrenched sadness.
I love the desktop app, it’s always running on my Mac. Ludwig is the best English buddy, it answers my 100 queries per day and stays cool.
Cristina Valenza
Retail Lead Linguist @ Apple Inc.