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I found the phrase “keep the black dog at bay” in an article titled “ Ways to Beat the Winter Blues” in Time magazine November 14 issue. The phrase comes up at the end of the following statement:

“As the days get shorter and winter closes in, many people feel like hibernating. We start sleeping more, eating more and avoiding social contact. The effects can be particularly oppressive for people with depression, many of whom feel escalating dread as the end of daylight saving time approaches. Here are eight ways to keep the black dog at bay after you turn back the clocks.”

I checked definition of “keep the black dog at bay” on several online dictionaries. None of Cambridge, Oxford, Merriam-Webster, and even Urban dictionary registers this phrase.

What does "keep the black dog at bay" mean? I wonder whether “black dog” is used as a pun with “winter blue” in the headline. Is “keep the black dog at bay” a well-established idiom?

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    BTW: It's "Winter Blues", not "Blue". "Blues" is another word for depression (or at least sorrow). That is why "blues" music tends to be about bad things having happened. – T.E.D. Nov 15 '11 at 14:38
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Black dog is an oft-used phrase to mean depression.

Here's a link that attributes the phrase to Winston Churchill, but I suspect he didn't invent it. I like the way they described it though:

"Black Dog" was Churchill's name for his depression, and as is true with all metaphors, it speaks volumes. The nickname implies both familiarity and an attempt at mastery, because while that dog may sink his fangs into one's person every now and then, he's still, after all, only a dog, and he can be cajoled sometimes and locked up other times.

This paper (PDF, sorry), claims several references in the 1800's. Interestingly, the way they describe it (being ghostly and following people around) makes one wonder if it isn't ultimately related to the English folklore character Black Shuck.

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    ...sadly, it has nothing to do with the Led Zepplin song, which I find rather enjoyable in the wintertime; not to be avoided at all. :-) – T.E.D. Nov 14 '11 at 23:13
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    It is to do with Nick Drake's song Black Eyed Dog though. The world lost a great musician to depression there. – FumbleFingers Nov 14 '11 at 23:29
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    Check the PDF paper again, it very thoroughly traces it back to at least the 1700s. – Hugo Nov 15 '11 at 17:04
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    @Hugo - I see your point. No less a literary figure than Samuel Johnson too. He's probably right behind Shakespeare and the Bible in influence on the English language. – T.E.D. Nov 15 '11 at 19:37
  • @T.E.D. Yes, I deleted my answer after reading more of Foley's paper; it covers everything I found and much more, and also cites Nick Drake. – Hugo Nov 16 '11 at 14:36
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T.E.D's answer is great. Just some minor things that might complement his:

None of Cambridge, Oxford, Merriam-Webster, and even Urban dictionary registers this phrase.

Actually, I've found an entry for black dog on Urban Dictionary.

What does "keep the black dog at bay" mean?

"Keep something or somebody at bay" means to prevent something or someone unpleasant from coming too near you or harming you. "Black dog" means a bad mood, characterized by anger, depression, or a mixture of the two. So the whole sentence means to prevent the bad mood from harming you.

I wonder whether “black dog” is used as a pun with “winter blue” in the headline.

I think "winter blue" just means the same thing as "black dog". "To beat the winter blues" and "to keep the black dog at bay" beautifully echo with each other in the text.

Is “keep the black dog at bay” a well-established idiom?

I don't think the expression as a whole is a well-established idiom. For example, we can use "keep the winter blues at bay" and "beat the black dog" instead.

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"Black Dog" as a metaphor for depression is attributed to Samuel Johnson, and popularized by Winston Churchill.

From Wikipedia (Samuel Johnson entry): "On 17 June 1783, Johnson's poor circulation resulted in a stroke[162] and he wrote to his neighbour, Edmund Allen, that he had lost the ability to speak.[163] Two doctors were brought in to aid Johnson; he regained his ability to speak two days later.[164] Johnson feared that he was dying, and wrote:

The black dog I hope always to resist, and in time to drive, though I am deprived of almost all those that used to help me. The neighbourhood is impoverished. I had once Richardson and Lawrence in my reach. Mrs. Allen is dead. My house has lost Levet, a man who took interest in everything, and therefore ready at conversation. Mrs. Williams is so weak that she can be a companion no longer. When I rise my breakfast is solitary, the black dog waits to share it, from breakfast to dinner he continues barking, except that Dr. Brocklesby for a little keeps him at a distance. Dinner with a sick woman you may venture to suppose not much better than solitary. After dinner, what remains but to count the clock, and hope for that sleep which I can scarce expect. Night comes at last, and some hours of restlessness and confusion bring me again to a day of solitude. What shall exclude the black dog from an habitation like this?[165]"

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