From the Super Mario Wiki
The Sad Spiny is an enemy found on Vibe Island in Super Princess Peach. Sad Spinies are always seen weeping, and run much faster then regular Spinies (likely as a parallel to Princess Peach's Gloom Vibe), making them harder to dodge. Princess Peach must be quick in order to dodge or attack them.
According to the game's Glossary, it "speeds back and forth while sad and crying."