As well as a wide range of Ballet music and orchestral works including Symphonies and Concertos, Tchaikovsky wrote a number of shorter works for the Piano. Many of these these seem to display a certain sadness and it's easy to believe that Tchaikovsky may have expressed his own feelings in these works. "Chanson Triste" or "Sad Song" is a good example of this melancholy mood. It is No.2 from his Op.40 collection of "12 Morceaux de difficulté moyenne" or "12 pieces of intermediate difficulty" for the piano. Note that this piece is also available on mfiles in an arrangement for Oboe and Piano.
Here is a video of Tchaikovsky's Chanson Triste Op.40 No.2 for piano:
The audio controls below allow you to play the mp3 version of Tchaikovsky's Chanson Triste Op.40 No.2 for piano or you can download the MP3 file. You can also download the midi version of Tchaikovsky's Chanson Triste Op.40 No.2 for piano or alternatively edit/play the midi file.
The image below is the first page of the sheet music, and here you can download the full sheet music for Tchaikovsky's Chanson Triste Op.40 No.2 for piano in PDF format.