WordWeb Online

1. Deeply or seriously thoughtful
   "Byron lives on not only in his poetry, but also in his creation of the 'Byronic hero' - the persona of a pensive melancholy young man";
   - brooding, broody, contemplative, meditative, musing, pondering, reflective, ruminative
    
2. Showing pensive sadness
   "the sensitive and pensive response of a poet to the gentler phases of beauty";
   - wistful

See also: sad, thoughtful

Encyclopedia: Pensive