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Depressed with healthy marine animal (4,5)

Ross

I believe the answer is:

blue whale

I'm a little stuck... Click here to teach me more about this clue!

'marine animal' is the definition.
The definition and answer can be both animals as well as being singular nouns.
Maybe you can see an association between them that I don't see?

'depressed with healthy' is the wordplay.
'depressed' becomes 'blue' (I've seen this before).
'with' becomes 'w' (short for with).
'healthy' becomes 'hale' (hale can mean fit and healthy).
'blue'+'w'+'hale'='BLUE WHALE'

Can you help me to learn more?

(Other definitions for blue whale that I've seen before include "World's largest mammal" , "Largest living animal" , "there's nothing bigger" , "World's largest animal" .)

I've seen this clue in The Mirror and The Daily Express.
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