Feel depressed underneath (5)
I believe the answer is:
below
'underneath' is the definition.
(I've seen this before)
'feel depressed' is the wordplay.
'feel' becomes 'be'.
'depressed' becomes 'low' (synonyms).
'be'+'low'='BELOW'
(Other definitions for below that I've seen before include "on earth" , "Feel miserable" , "in one's cabin" , "Underneath" , "Subordinate to" .)