No there is no different between this two sentences. In this two situations you're sad. But in the first you cry whereas in the second you're only sad. But in this contexte you can say "me fait pleurer" or "me rend triste" is almost the same signification. Indeed, we understand the same thing : le film est émouvant et tu es triste.

You'd use 'rendre' before an adjective, and 'faire' before a verb. Cela me fait rire. Cela me rend heureuse.

Thank you very much guys for answering my question. I appreciate every answer. Merci beaucoup!