Even though some women may feel this way, it is generally the men in our society that think if they let themselves cry they are showing weakness. This is not true. In grief, tears are not a sign of weakness, they are a sign of having loved an individual who has died. We cry because of our loss, and sometimes because of the loss someone else has experienced.
Men are many times afraid of the vulnerability that crying brings. Men, like everyone else, need to allow themselves to express their emotions, especially in grief (Westberg, 1985, p. 26). Dr. Glen W. Davidson has observed that when people deny or repress their grief, our society sometimes will think they are handling it well because they do not "break down" or "fall apart" emotionally. When in fact, they are in great pain (Davidson, 1984, p.29-30).
In fact, "tears do relieve emotional stress" and there has been some thought "that tears may have potential healing value" (Worden, 2002, p. 20). So, if you can not let yourself cry in front of other people, go to some private place and allow yourself the freedom to let your emotions flow. You will be better off because you did.