If you were playing for fun, you don't have to be sad and you just let go of the loss. And let me come back to your title. Oh yes, it is possible to play gamble responsible and still feel disappointed because game is a thing of luck and if your luck is not shinning that day, the matter what budget you used big or small, you will still lose and in gambling losing has more chances than winning.
So you always put mind on that red note that you can win the game or lose the game.