Minor Keys Don't Universally Sound Sad to Human Ears

In Western music theory, minor keys are associated with sadness and major keys with happiness — but this association is cultural, not universal. Studies with populations who had no exposure to Western music (such as the Mafa people of Cameroon) show no consistent emotional association with major or minor modes. Musical emotion is substantially learned, not hardwired.

Source: Psychological Science (2010) — Thomas Fritz et al.