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.
Happiness derived from a combination of the senses and the sense objects is always a cause of distress and should be avoided by all means.
Bhagavad Gita 18.38,
The spirit soul can be happy only in the association of the supreme living being, the Personality of Godhead, and nowhere else.
Srimad Bhagavatam 3.2.11,
One who is ignorant of scientific knowledge of the spirit soul does not look inside the body to find happiness in the soul; instead, he goes outside to search for happiness
Srimad bhagavatam 7.13.29,
One has to learn tolerance in the face of dualities such as happiness and distress, or cold and warmth, and by tolerating such dualities become free from anxieties regarding gain and loss.
Bhagavad Gita 2.45,