long face you say....?
I digress, sorry. I find them both not quite right as they are both looking out of the frame and the 2nd one particularly as you've cut it's nose off but for me not in the right place. It's kind of in a middle ground neither cropped enough to be a closeup nor wide enough to make an 'portrait'. It just feels slightly odd.
I like your processing on the 1st, it's not blown in the highlights (which I did with that donkey) and the dof is good as the eyes are in focus.
Nolimit said it looks sad. I think you need to make the viewer feel more 'uncomfortable' if you want to convey sadness. Here's a couple I took earlier this year and I think they really convey sadness with a horse...
With sadness I think you need to break the traditional rules of photography so in the first the window right accross the face in the middle of the shot. The second the eye in the bottom right of the frame looking out. Not the sort of shots you want on your wall but (I think) they fit the 'sadness' bracket.