To feel blue is to feel sad. Blue is associated with sadness because it is a dark tone ad the color of water, which we link to tears and dark feelings like sadness and depression.

It means that you feel sad or depressed.

Hi Shahrzad! Feeling blue or feeling down both mean feeling sad. رنگ آبی نماد سردی و یاد آور اب یا اشکه، برا همین توی این عبارت معنی ناراحتی و غم رو میده.