The ancient Greeks were all toο familiar with this sentiment. They liked to sum it up in a single adjective, γλυκύπικρος ("bittersweet"), attributed to the brat-god they called Eros. So γλυκύπικρος ὁ Ἔρως ("bittersweet is love") is the thought in its briefest form. If you need more words, however, I could suggest
γλυκὺς μὲν Ἔρως, πικρὸν δ' αὐτοῦ καὶ πολυδάκρυτον τὸ βέλος
— "Sweet is love, but bitter and much-wept is his arrow." I'd advise waiting a bit to see if someone else has a better suggestion.