1
general::
Be depressed or sad, as in I was really feeling blue after she told me she was leaving. The use of blue to mean "sad" dates from the late 1300s. See Also BLUE FUNK, def. 2; HAVE THE BLUES.
American Heritage Idioms
2
general::
Phrase(s): feel blue
Fig. to feel sad. • You look like you feel blue. What’s wrong?
McGrawhill's American Idioms And Phrasal Verbs