This is really common, so please don't panic: The reason behind it is low oestrogen levels.
Oestrogen acts as a mild anti-depressant and generally makes us cheerier. With less of it around we can feel very emotionally vulnerable, weepy, and even depressed, even though our brain tells us that there is no real reason for our feelings.
There are several things you can do to make yourself less vulnerable.
Firstly, you could consider taking a phyto-oestrogen, which is gentle oestrogen found in plants, which can make you feel more emotionally robust without any of the side effects associated with a strong oestrogen like HRT.
Secondly, you could consider taking the herb Hypericum, if you are not on any other medication. This is a mild plant-based anti-depressant that many women find very supportive during the menopause. I suggest using the tincture (liquid) format if you go for this one, as it works faster than the tablets.
Thirdly, exercise makes you produce more natural anti-depressants in your own body, so although it's usually the last thing you feel like doing when your low mood strikes, a 10-20 minute walk or quick jog around the block or even 5 minutes with a skipping rope will make you feel a lot better.
If you get used to doing a small amount of exercise most days - just 10-20 minutes, nothing drastic - then you will be better protected against low mood.
It is also a good idea to see your OBYGN as they can test your hormone levels and that will give you a better idea of what is happening