Positive psychology points out the necessity of transforming stressful, disturbing, or negative emotions into meaningful and rewarding experiences. However, such transformation of painful events, suffering, or grief does not come naturally to most people. This chapter considers one cultural resource helpful in building such personal growth in emotions: the arts. Indeed, the arts (especially literature, music, and theatre) have a significant coping potential. We should distinguish between emotions evoked by them and emotions we experience ourselves as readers/listeners/spectators. One would expect some congruence between the two, so that sad poems would make readers sad, and jolly poems would make them delighted. But that turns out not to be the case. In many instances, we actually enjoy sadness in art. Hence, undergoing the sad emotions in art are in fact, we argue, exercises in transforming pain into pleasure, thereby contributing to the regulation and enhancement of one’s emotional equilibrium. We will demonstrate such processes in a reading/listening experiment, showing how literary and musical devices inspire listeners to overcome the negative content of the song. To this end, we compared the emotional reactions of participants to a song by the Portuguese fado singer, Mariza, with and without the text and its translation. The results reveal the paradox of turning negative emotions (of the singer) into positive emotions of the spectators. This chapter argues that the cumulative effect of such experiences supplies the individual, but also social groups, with both emotional comfort and strength.