have the blues
Also, feel blue. Feel depressed or sad, as in After seeing the old house in such bad shape, I had the blues for weeks, or Patricia tends to feel blue around the holidays. The noun blues, meaning “low spirits,” was first recorded in 1741 and may come from blue devil, a 17th-century term for a baleful demon, or from the adjective blue meaning “sad,” a usage first recorded in Chaucer's Complaint of Mars (c. 1385). The idiom may have been reinforced by the notion that anxiety produces a livid skin color. Also see blue funk.