The more we are happy in Krishna Consciousness the more we become purified.
Actual joy is a product of the spiritual nature. It spontaneously manifests when the living entity begins to love God.
Joy can only be experienced when we offer our love to Krishna.
Everyone is hankering for happiness because by nature we are happy : anandamayo 'bhyasat (Vedanta-sutra 1.1.12). As spirit souls we are naturally happy, blissful.