This, sadly, has to be put out here.
1. Make the character who will die have a good relationship with the main character. Example:
Rue and Katiness from Hunger Games
2. Your characters' reactions.
Think about how the lover(if they have one), best friend, parents, siblings, anyone else would react. How close was their relationship? Make memories return to the characters!
3. Make them fight death.
Make them protest against their pain, constantly saying "I'll be fine" or "I'm okay" and then they completely stop talking.
Homework: Write a sad prompt in the comments