If you’re a manager and your colleague said

[pizzaintheoven]

They were miserable in their job, how would you react?

I would ask them more about it. Wouldn't ignore it unless they were clearly joking.

Colleague? Fellow manager? or a person under their supervision?

You mean a direct report?
Listen non-judgmentally and offer professional suppot ofc!

With empathy and kindness.

I'd ask what specifically was getting them down and what I could do to make things easier.