It is a mental problem.

Everytime I finish a book, I feel very sad. I mostly listen to audiobooks these days. I normally start listening to an audiobook just before bed and sleep once it is too late. Next day I keep listening to it whenever possible. I can not think about anything else so I have to do it. I feel very sad once I finish it. It lasts for a really long time.

With Wuthering heights, I lasted a week or two but with Harry Potter series it lasted for a month. I feel the same way when I finish anime series too but not for as long as with book. I feel really sorry for the characters and keep thinking about what I wish should have happened to them. The longer I spend listening to a series the worse my condition becomes. I finished entire Harry Potter series in less than two weeks which is more than obsession.

That's why I try to stay away from novels if it is more than one book but now I am listening to Mortal Engines series. I finished the second book this morning. I went to party today but I could not enjoy the party at all. There is this heavy painful feeling of sadness which worsens if I take a deep breath in.

Any tips on coping with this feeling of sadness will be appreciated.

Is there a reason behind the sadness of finishing a book? What is it about finishing one that makes you feel sad?

I keep on thinking about the tragedies; like who should not have died and what should not have happened. Some of the touching scenes play over and over in my brain for days.

What if you read a comedy, or a novel with no tragedies? What would you feel then?

No, I was happy when I read and after I finished the Hitchhiker's Guide to the Galaxy.

Then maybe avoid books that you predict will make you sad, especially if this stops you getting over with everyday life.

I'll try. Is it normal to feel this way about books?
It is really difficult to know how I would react to the book beforehand though. I tried 'Anne of Green Gables' which does not include many tragedies other than farewell of teachers, close friends moving on different paths once they finished the school. The brightest students' ambitions being so little (according to today's standards) and the protagonist not going for higher education despite getting a scholarship in order to take care of her foster mother with worsening eyesight touched me really hard.

Books are meant to evoke emotions, but what you describe is probably more extreme than most. It's natural to feel sad when you finish a book because you wish it went on longer.

Does it actually stop you enjoying life and doing everyday tasks (i.e. you feel so sad that you can't face doing things)?

It does not stop me enjoying life or doing every day task but makes them difficult.