One gets depressed when entering capital (5,3)
I believe the answer is:
shift key
This might be a double definition.
'one gets depressed' is the first definition.
(keyboard button which is pressed down)
'entering capital' is the second definition.
The definition suggests a singular noun which matches the answer. I also know that 'capital' relates to this answer.
'when' is the link.
(Other definitions for shift key that I've seen before include "It's pressed while making THIS" , "Use it to move from lower-case to upper-case letters" , "means of capital production" , "Press it ot move to upper-case letters" , "it produces capital" .)