Not during the movies' years. Not before some time after the ending of SP's story, as his hate of Scar was so fierce and extented to innocent individuals. And even lesser amount of hate leaves no room for sadness. Well, hate leaves room for nothing healthy. Hate can only destroy.
But later, perhaps. VERY little sad though.
I mean, he didn't have that much time with his uncle in positive sense and he ran away at such a young age he might have forgotten some memories. That against the utter betrayal and deepest possible hurt he'd caused him personally, (as in murdering his beloved daddy), seems way too strong and unforgivable to ever get left in the shadow of whatever little good he knew about his uncle.
But he did not want to kill Scar because Scar was family, so even at that point he cared about his family bond to Scar.
So, perhaps years and years after the ending of SP, when his life had finally gotten on the right tracks and into peace and togetherness - perhaps then he could be able to listen to his 心 throughly, and start feeling a little itty bit sad about his uncle's fate.