I think you meant to say "I have been feeling a little sad...." or "I have been feeling a bit sad...." Note that the word "few" is only used with plural nouns eg: "He has few problems" (tiene pocos problemas) or "He has a few problems" (tiene unos problemas). Btw, I agree with Raffaele...the title should be "Is this phrase correct." In my opinion, your first priority should be mastering the formation of question using inversion (ie: verb -- subject -- complement).

Hi Javier! Firstly, your title should be "Is this phrase correct?" Secondly, I think a better way to say that is "I haven't felt sad much in the past few weeks.

Hola Javi, "I have been feeling" is an excellent way to start this sentence, but "few sad" is not correct English. Instead, try using "quite sad", and then we move "few" to before "weeks". "I have been feeling quite sad for the last few weeks"