Gloomy study to cause depression (6)
I believe the answer is:
sadden
'cause depression' is the definition.
(I've seen this in another clue)
'gloomy study' is the wordplay.
'gloomy' becomes 'sad' (similar in meaning).
'study' becomes 'den' (term for a study or office).
'sad'+'den'='SADDEN'
'to' is the link.
(Other definitions for sadden that I've seen before include "Disappoint" , "get down" , "Upset" , "Make mournful" , "Make unhappy or sorrowful" .)