The Collaborative International Dictionary of English v.0.48:

Pensive \Pen"sive\, a. [F. pensif, fr. penser to think, fr. L.
   pensare to weigh, ponder, consider, v. intens. fr. pendere to
   weigh. See Pension, Poise.]
   1. Thoughtful, sober, or sad; employed in serious reflection;
      given to, or favorable to, earnest or melancholy musing.
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            The pensive secrecy of desert cell.   --Milton.
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            Anxious cares the pensive nymph oppressed. --Pope.
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   2. Expressing or suggesting thoughtfulness with sadness; as,
      pensive numbers. --Prior.
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WordNet (r) 3.0 (2006):

pensive
    adj 1: deeply or seriously thoughtful; "Byron lives on not only
           in his poetry, but also in his creation of the 'Byronic
           hero' - the persona of a brooding melancholy young man";
           [syn: brooding, broody, contemplative,
           meditative, musing, pensive, pondering,
           reflective, ruminative]
    2: showing pensive sadness; "the sensitive and wistful response
       of a poet to the gentler phases of beauty" [syn: pensive,
       wistful]