Green’s Dictionary of Slang

(US) a very unhappy, pessimistic person.

1904		in F. Opper Happy Hooligan [cartoon strip] Happy Hooligan gets Another Job, Against the Advice of His Brother, Gloomy Gus, He Accepts a Position as a Sandwich Man.
1919		in Loco (Schenectady, NY) 466: Ye might put Gorham wise right here and let him know that pay day never comes for Gloomy Gus.
1925		O.O. McIntyre New York Day by Day 8 Sept. [synd. col.] Now and then most of us enjoy the companionship of the Gloomy Gus. He is at times a relief from [...] a wise-cracking planet.
1934		L. Berg Prison Nurse (1964) 9: That’s just ‘Gloomy Gus’s’ way of putting you in your place.
1987		R. Coover [bk title] Whatever Happened to Gloomy Gus of the Chicago Bears?
1993		A. Rodriguez Spidertown (1994) 15: Firebug say you gettin’ all gloomy gus an’ shit. I can see it on you now.
1995		J. Stahl Permanent Midnight 81: Man, you are a gloomy Gus!
2003		Moen & David Badger Bars and Tavern Tales 123: [...] stick-in-the-muds, gloomy gus’es and other do-gooders began to spread the word on the evils of booze.