Some emotional pain will leave us with time. Some will leave if we decide to let it go. There are times, though, when we must live with emotional pain; either because we haven't had sufficient time to heal or because we are not able, willing, and/or ready to let it go.
There is fresh emotional pain, and there is the variety that lingers in varying degrees (sometimes in the form of emotional scarring but sometimes simply in the form of persistent inability to feel truly happy).
My approach to fresh emotional pain has always been to aim to take as much a break from it as possible. In other words, to give our mind a rest. One might ask how much help this apparent attempt to, at least temporarily, escape emotional pain might be. After all, after taking that "break" from it we always find it is still there.
Actually, however, "giving our minds a rest" from it (even for short periods of time, and even though it will remain) does help. When we are in pain we are essentially "operating under the influence" of a brain/body chemistry that, at best, makes us feel numb and, at worst, can have negative effects simply by virtue of our remaining in a "negative mode" for too long. No matter how awful our pain is, if there is some way to take that little break from it, it gives us a chance to at least some of the negative "chemicals" affecting us. Getting out and having a nice, pleasant, talk with a friend will change our chemistry, at least to some degree. So will having a good laugh. Even the smallest breaks away from thinking about the emotional pain can add up to more time spent each day, with at least a little more "positive" influence in terms of our chemistry. The more time positive time we're able to "patch together" for ourselves, the better (when it comes to giving our pained minds a little more chance to rest and heal). Even the most seemingly insignificant positive feelings/experiences can play a role in nurturing our "emotional energy" and contributing to the eventual re-building of a more normal level of it.
Based on my personal experience, I've found that when there have been those times when a lot of significant sadness takes place over a period of time, particularly when joyful (or even pleasant) experiences don't come anywhere near to matching the amount of sadness; it can feel as if our minds our filled with nothing but grayness. If we begin to have pleasant or happy experiences we may notice that they seem to "move in and displace (or at least "push to the back of our mind) some of the gray". If we don't find enough of those (even small) pleasant/happy experiences it can seem as if the gray feelings in our mind continue to dominate our thoughts/feelings, even if that grayness seems to grow stale and "harden". So, as with fresh emotional pain, the first step at feeling at least somewhat better when we have "older" emotional pain can be to seek out those pleasant, "emotional-energy-nurturing", experiences. This is, of course, not a quick way to feel completely better or to end all the emotional pain.
The immediate, and small, help of finding a way to get our mind off the pain can offer that short-term, helpful, break from it. Without seeking out those small joys in life, however, just taking a break is not usually enough to facilitate any "healing".
Each individual has his own set of things that contribute to that feeling of having one's "soul nurtured". For many it is a certain kind of music. Fresh air, pleasant social experiences, aroma therapy, exercise, or any number of other things in life can contribute to a sense of feeling a little better in spite of it all.
Such an approach to emotional pain can seem absurdly over-simplified, and it's important to point out that such an approach is not, by any means, a magic cure. People who feel their emotional pain is simply too much to deal with often benefit from seeking professional help, although we live in a time when professional help is often a matter of prescribing anti-depressants. I, personally, have known several people who sought professional help and tried medications for a while, only to discover they didn't seem to help.
Sometimes, "un-magic" and slow as it is, learning to find those things that help us find some small, pleasant, experiences/thoughts helps us to develop better coping skills; and, when all is said and done, developing good coping skills is sometimes the thing that makes the difference between emotional pain that is awful and emotional pain that is just unbearable.