The more equipped your child is to name and talk about his own feelings, the more concern he will show for others. Your child has felt anger and sadness, can name them, and will more than likely identify easily with these emotions.
Embarrassment is a bit more complex for your four year-old to understand. To help him to recognise this emotion, say something that matches his feelings, such as, “I know that you were embarrassed when you fell down in front of those children.”
If you are honest about your own emotions and validate your feelings even though they seem trivial to you, then your child will feel safe sharing these same emotions with you.
If you are sad after someone you love has died, then say it. If you are angry with your husband, then say so, but make sure to let your child know that you still love your husband.
Demonstrate empathetic behaviour to your child - he will learn from you. Take your child with you when you deliver food to a sick neighbour. Let your child witness you giving hugs on tough days. Complimenting your child too goes a long way. If he did something special and kind towards another child, them tell him so.