Sad or depressed (4)

I believe the answer is:

blue

I believe this clue is a double definition.

'sad' is the first definition.
(I know that sad can be written as blue)

'depressed' is the second definition.
(I've seen this before)

(Other definitions for blue that I've seen before include "Vulgar" , "Miserable; waste (money)" , "and 17 World's largest mammal" , "See 7 Across" , "Colour of depression" .)

I've seen this clue in The Sun.

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