Blue journalists caught in act (9)
I believe the answer is:
depressed
'blue' is the definition.
(thesaurus)
'journalists caught in act' is the wordplay.
'journalists' becomes 'press' (I've seen this before).
'caught in' is an insertion indicator.
'act' becomes 'deed' (deed is a kind of act).
'press' put inside 'deed' is 'DEPRESSED'.
(Other definitions for depressed that I've seen before include "Sad or indented" , "Poverty-stricken" , "Unhappy, despondent" , "25 [BLUE]" , "dispirited" .)