Green’s Dictionary of Slang

blues n.1

also blue, blue mouldies
[orig. general, white use, despite assumption that the term was created/patented by US blacks. The OED’s first citation is from a letter by the actor David Garrick (11 July 1741): ‘I am far from being quite well, tho not troubled wth ye Blews as I have been’]

1. [mid-18C+] misery, depression, unhappiness.

2. [1970s] a problem.

In phrases

come the blues (v.)

[mid-19C] to act sanctimoniously.

cry the blues (v.) (also shout the blues)

1. [1930s] (US) to complain, to whinge, to bemoan one’s lot.

2. [1950s] to mourn, to regret.

3. [2000s] to make a request, to demand.

in the blue [note WWI milit. in the blue, referring to troops who were in difficulties, e.g. from a failed attack] [1920s+] (Aus.)

1. in debt, in difficulties.

2. out of control.

in the blues

1. [19C] suffering a fit of delirium tremens [blue devils n.].

2. [mid-19C] depressed.

sing the blues (v.)

[1910s+] to complain, to whinge.

sob the blues (v.)

[1920s–30s] to be very unhappy.