A little black thing in the snow
Crying "weep! weep!" in notes of woe!
"Where are thy father and mother? Say!"
"They are both gone up to the church to pray
"Because I was happy upon the heath
And smiled among the winter's snow
They clothed me in the clothes of death
And taught me to sing the notes of woe
"And because I am happy and dance and sing
They think they have done me no injury
Being a chimney sweeper in London during this time was very dangerous. There were no child labour laws and no laws to regulate working conditions. Because of this the children were sent into chimneys from dawn till dusk to clean out chimneys. 
 This caused them to be almost permanently covered in soot which is the “clothes of death” referred to in this line. The children would often fall to their deaths or develop fatal illnesses such as lung cancer from the soot they breathed in during the day.
The Chimney Sweeper Songs of Experience