It depends on what has (or hasn't) happened, and how important the issue is to you.
But the answer is not to hide out and try to avoid the situation. Or to hide out in a fridge!
No matter what the disappointment - missing out on a promotion, a bonus or a salary increase, to receiving negative feedback, having your ideas or proposals rejected, right through to subtler forms of rejection, like not having your contributions recognized - the workplace is a minefield of potential let downs.
And how you handle these disappointments (and are seen to handle them) are vitally important to how your emotional intelligence and Operating Style are judged in the workplace.
It is absolutely legitimate that you allow yourself to be disappointed, sad or angry.
But I'm from the school-of-thought that you don't let this be visible in the workplace. Take some time to talk, cry, whinge or kick the cat (this is an expression only - there is no endorsement of actual cat kicking). Do it with family, friends, a trusted mentor. People who support you, regardless of what happened or why.
Or if it's more your style - take some time-out on your own.
Just not so much time that you brood on the situation and blow it out of proportion or let it prevent you from focusing on what you need to do next.
As soon as you can, step back from the situation and evaluate what happened.
And then make the decision about what to do next.
Give yourself permission to be disappointed, then move on.Have you had a disappointment at work? How did you handle it?
P.S. No woman was actually stuffed in a refrigerator for this blog. I took this photo at the Maurizio Cattelan installation at the Guggenheim Museum in New York last year!