Sad song
From The Big Bang Theory Wiki
When Penny discovers Sheldon curled up on his bed, miserable after learning that his friends tampered with his data during the Arctic expedition, she tries singing Soft Kitty to cheer him up. He retorts that he's not sick, he's sad. She apologises for not knowing his "sad song", to which he retorts that he doesn't have a "sad song", he's not a child (0301).