I see there's a word for it: laetificum, laetificī.
Then, if there's a Latin word for "joyful news," is there also a Latin word for "sad news"?
Laetificus is a compound of laetus "happy" and faciō "make". (Fac- turns into fic- when something comes before it, due to stress rules in early Latin.) L&S lists it as an adjective meaning "gladdening". When this adjective is used as a substantive in the neuter plural, "gladdening things", it means "good news". (Note that this tends to be plural laetifica, -ōrum, not singular.)
While I don't believe this is attested, you could make a similar compound with tristis "sad": tristifica, -ōrum "saddening things, sad news". This would be easily understandable to a Latin speaker even if the form isn't attested.
Alternately, tristis can mean "saddening" as well as "sad", so you could use it substantively: tristia, -um. Ovid called the poems he wrote in exile tristia, "sad things" or "saddening things".