Rats can cry tears just like humans, and, like humans, they do so when they are sad, upset, stressed, or sick.

Why is my rat making a crying noise?

Generally it is a sign of very mild protest, the longer the sound the more they are protesting. Sometimes rats will just make this noise for no discernible reason, they may appear very submissive, happy or just going about their daily business and still be piping away.

Can rats feel sad?

Rats are capable of feeling regret about their own actions, an emotion that has never previously been found in any other mammals apart from humans.