As Catija said, more context would help, but for now one of the meanings of the word unfulfilled might fit the bill:
Not having fully utilized or exploited one’s abilities or character:
I was restless and unfulfilled (ODO)
EDIT (from OP's comments): The word unfulfilled is either neutral or negative, depending on the context:
Because of the circumstances that hindered me and the dreams I had to leave behind, I felt unfulfilled for my whole life.
It doesn't have to mean that you want to say something bad (negative) about yourself, but it it does say that you feel bad (close to unhappy).
It is doubtful that fulfillment is an independent good, although feeling fulfilled is pleasant and feeling unfulfilled unpleasant.
From: Self-Interest: Volume 14, Part 1 by Ellen Frankel Paul, Fred D. Miller, Jr, Jeffrey Paul, Cambridge University Press, 1997
On the other hand, it might be used to say something negative of a person (especially when used attributively):
He was a deeply depressed, inhibited, bitter, and unfulfilled person.
from: Excellent Sheep: The Miseducation of the American Elite and the Way to a Meaningful Life by William Deresiewicz, Simon and Schuster, 2015
It is difficult to find a word with positive connotations, that would describe a person who hasn't fulfilled a dream as such (you could add even more context such as: despite the fact that his dream remained unfulfilled he kept fighting/dreaming etc - but then the word would depend on the added context).
A word that would be neutral regarding someone's personality (but still describing their feelings as sad) would be:
Feeling or showing regret (ODO)
I felt love for Bill, but I was regretful that I hadn't gotten a degree, and resentful that I was expected to carry the entire domestic load.
Example from: Duchess of Palms: A Memoir by Nadine Eckhardt, University of Texas Press, 2012