Where did the expression "feeling blue" come from?
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If you are sad and describe yourself as "feeling blue," you are using a phrase coined from a custom among many old deepwater sailing ships. If the ship lost the captain or any of the officers during its voyage, she would fly blue flags and have a blue band painted along her entire hull when returning to home port.
Also, see Origins of Navy Terminology for other expressions.
The OED gives meaning 3a:
with no special comment about the origin of this meaning, and its first citation is from 1586.
According to the following Wikipedia entry (You can follow the references therein and find out more about this expression)...
A small excerpt from Metaphorik.de goes like this...
The original root is unknown, however etymonline.com says of the related blues:
Since the most highly upvoted answer here seems to be based on dubious sources, and since no one else has as yet inquired into the origin of the phrase "feeling blue" (as opposed to the word blue in association with either "blues" or "blue devils"), I did some searching in Google Books for early examples of "feeling blue," "feel blue," "feels blue," and felt blue."
Early Google Books matches for 'feeling/feel/felt blue'
The earliest of the lot of matching phrases is from "A Thought or Two on Handkerchiefs," in The Monthly Traveler, or, Spirit of the Periodical Press (Boston: October 1835):
The earliest match for "feeling blue" appears in L. F. Apthorp, "Confessions of a Schoolmaster," in The Boston Book: Being Specimens of Metropolitan (1836):
Another early instance of "feel blue" appears in "Our Country Forever!!!" in The Harrison Medal Minstrel (1840):
(Tippecanoe refers to General William Henry Harrison, hero of the Battle of Tippecanoe in 1811 and thirty years later the ninth president of the United States. He was the first President to be elected as a candidate of the Whig party, which originally arose in opposition to Andre Jackson [the seventh U.S. President], whom the Whigs viewed as a tyrant; hence the American Whigs' adoption of the name of the British political party opposed [at one point] to the King, and their characterizing Jackson's party [the Democrats] as Tories.)
And from Peter Pencil, "Stock-Jobbing in New York," in Graham's Magazine (September 1847):
Possible connections of 'feeling blue' to other 'blue'-related terms
Two instances suggest the possibility that "feeling blue" might have come from a longer phrase. From "Benedick's Lament," in Punch, or the London Charivari (April 1844):
And from James Burn, Commercial Enterprise and Social Progress: or, Gleanings, in London, Sheffield, Glasgow, and Dublin (1858):
"Blue-moulded" is not a term I'm familiar with, but Statistical Survey of the County of Antrim (1812) indicates that it refers to an affliction of wheat that may occur when the grain is improperly threshed:
Th connection of "feel blue" to "blues" is explicit in "A Discourse by President Heber C. Kimball, Delivered to the Tabernacle, Great Salt Lake City, April 2, 1854," in Journal of Discourses by Brigham Young, volume 2 (1855):
"Feeling blue" and "feel blue" begin to appear in Google Books publications from the 1830s. It seems highly likely that the wording arose naturally from earlier slang terms involving the word blue. Here are two early (and potentially relevant) entries from Francis Grose, A Classical Dictionary of the Vulgar Tongue (1785):
John Barrett, Dictionary of Americanisms, first edition (1848) shows a similar range of meanings in U.S. English slang usage:
Either term could reasonably be interpreted as providing the immediate referent for early use of the phrase "feeling blue."
Without recourse to the verifiable original source, I wonder if "feeling blue" wasn't a metaphor for feeling dead; emotionally resembling the pale, bluish pallor of the departed.
To throw another cat into the bag... The suicide of a friend motivated Piccaso's "blue period". If a source could be found that pre-dates ~1900 this theory is easily disproved.