Target-dependent sentiment classification (TSC) enables a fine-grained automatic analysis of sentiments expressed in texts. Sentiment expression varies depending on the domain, and it is necessary to create domain-specific datasets. While socially important, TSC in the news domain remains relatively understudied. We introduce MAD-TSC, the first multilingual aligned dataset designed for TSC in news. MAD-TSC differs substantially from existing resources. First, it includes aligned examples in eight languages to facilitate a comparison of performance for individual languages, and a direct comparison of human and machine translation. Second, the dataset is sampled from a diversified parallel news corpus, and is diversified in terms of news sources and geographic spread of entities. Finally, MAD-TSC is more challenging than existing datasets because its samples are more complex. We exemplify the use of MAD-TSC with comprehensive monolingual and multilingual experiments. The latter shows that machine translations can successfully replace manual ones, and that performance for all included languages can match that of English by automatically translating test examples.