Feeling of depression for NSW Rugby League team? (5)

I believe the answer is:

blues

I'm a little stuck... Click here to teach me more about this clue!

'feeling of depression' is the definition.
'blues' can be an answer for 'depression' (blues is a kind of depression). I am not sure about the 'feeling of' bit.

I cannot understand how the remainder of the clue works.

Can you help me to learn more?

(Other definitions for blues that I've seen before include "US music style" , "Oxbridge athletes" , "State of depression" , "Conservatives" , "colours" .)

I've seen this clue in the Sydney Morning Herald.

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