"I won't hide from you the fact that I'm sad that you didn't come to see me.."
Its not incorrect, but at the same time its a little wordy.
"I won't hide the fact that I'm sad that you didn't come to see me.."
Works too, gets the message across and saves you some time
The "from you" seems a little redundant since it is one person talking to another. So it is easily dropped.