No, they are not the same. Disappointed means you are unhappy with the outcome of some event. Desperate means you are willing to do anything to achieve a goal, but are falling short.

I would use these words in different ways. I would call a man desperate if he were reckless and didn't care about the consequences. For example, a thief might do something desperate if he thought he was about to be discovered. He might shoot someone! I would call a situation desperate if it were critical and there was an extreme need. For example, going for weeks without rain, the farmers were desperate for rain. I would use the word disappointed to describe someone who was frustrated. For example, a student might be disappointed that they got 60% on a test when they were hoping for 70%. I would use the word disappointed to describe a situation that failed but was not extreme. For example, I was disappointed that it rained. I hoped to go to the beach, but maybe it will be sunny tomorrow. Hope this helps