Absolutely not. It's natural for human beings (males and females) to experience great emotions including sadness. Crying is a way to let your emotions flow through so that it will eventually go away. Trying to block the flow of energy can cause a lot of problems emotionally and even physically.
Unfortunately many cultures frown upon men crying. So I can understand if some men try hard not to cry in front of other people. But once you get home or somewhere private you can go in a corner and cry your heart out :)