Dejected implies a strong feeling of sadness, more intense than just being disappointed or upset. His dejected expression said more than words ever could.
Pro Tip 2/3
Temporary State
Use 'dejected' to describe a temporary emotional state, not a permanent characteristic. She felt dejected after her performance but later regained her usual confidence.
Pro Tip 3/3
Non-Physical
Dejected is used for someone's emotions or spirits, not physical things like objects or places. Despite his efforts, he walked away dejected.