This study investigates whether news sentiment plays a role in setting social media sentiment to explore the dynamics of sentiment develop and diffusion within the public agenda. Based on the agenda-setting theory, this study analyzed the public and media sentiments towards the 2016 US election and the candidates using data from Twitter, CNN, and Fox News. Focusing on the Twitter messages created by the supporters of Hillary Clinton and Donald Trump, over 1.3 million Twitter messages were collected associated with the election, employing hashtags as indicators of support. The Granger causality test between social media and news sentiments revealed that there is a mutual influence between social media and news sentiments; CNN’s overall sentiment was influenced by the sentiment of Hillary Clinton’s supporters, whereas Trump supporters’ sentiment was influenced by Fox News’ negative sentiment. The results suggest that public sentiment is formed in response to public agenda and mass media, indicating that sentiment is a critical component in understanding public opinion. Implications for future studies and limitations are also discussed.