Sad when kid in it turned up cold (6)
I believe the answer is:
tragic
'sad' is the definition.
(I've seen this before)
'kid in it turned up cold' is the wordplay.
'kid' becomes 'rag' (I've seen this in other clues**).
'in' means one lot of letters goes inside another.
'turned up' is a reversal indicator.
'cold' becomes 'c' (eg on taps).
'it' in reverse letter order is 'ti'.
'rag' inserted inside 'ti' is 'tragi'.
'tragi'+'c'='TRAGIC'
'when' is the link.
(Other definitions for tragic that I've seen before include "Intensely sad and distressing" , "Disastrous, pitiful" , "'Very, very sad (6)'" , "Heart-rending" , "Characterised by extreme distress or sorrow" .)