Drink when depressed (4)
I believe the answer is:
down
I believe this clue is a double definition.
'drink' is the first definition.
(downing is a kind of drinking)
'depressed' is the second definition.
('down' can be a synonym of 'depressed')
'when' is the link.
(Other definitions for down that I've seen before include "Not working (computer)" , "Fluff - sorrowful" , "Pillow filler - dejected" , "drink at speed" , "Unhappy; soft feathers" .)