I'm a big believer that I need other things to do that don't damage my body to self soothe, it might be a big issue or just normal sadness but you've noticed you're using food when you're sad so it does come down to not doing it in the very simplest of terms but it isn't that easy and there are no straight forward solutions.
It's okay to be sad at times as well I'm not saying you should just always do things to distract yourself from reasonable feelings or deeper sadness. A lot of it for me has been re teaching myself how to eat and react to being down also pinpointing when it started and why and then getting over the fear of not comfort or binge eating.. I used to feel dread at the thoughts of not giving in but over time it gets easier.
I realized I am sadder after I have my sad moment and eat til I'm disgusted with myself. Eating (using this word lightly) never got rid of whatever was making me sad and only added to my problems.
I dropped a lot of stressful people in my life (broke my heart but sometimes it has to be done), learned to get on my treadmill and turn up the radio, go on pinterest and find some quotes to make me feel better, etc.
Obviously posting this makes it seem so easy but I can assure you it's not. I just keep telling myself that food never solved anything, EVER!
And posting here sure helps me fight the blues. The encouraging words I get from virtual strangers is more than I get from some real people in my life. If that's not sad, I don't know what is. But I am so glad I have everyone here, to celebrate the good stuff and pull me through the tough times!
Find other things to do when sad, or eat veggies instead of junk. I used to look to food for comfort. I would bake banana cream pie, chocolate chip banana bread, cookies and pretzels, I finally just decided enough was enough. Like someone else said being hungry is not the end of the world.
Find something that fulfills you and satisfies you that is not food. Dancing, hiking, crocheting, knitting, walking dogs at the local shelter, joining a Meetup group that has to do with your interests, all those things are non-food issues that can help.
Personally I love hiking, and I joined 3 Meetup groups. I also like to do indoor exercise, and I like watching Star Trek re-runs on Netflix.