Refuse to go blue (4,4)
I believe the answer is:
turn down
'refuse' is the definition.
(to turn down an offer is to refuse it)
'go blue' is the wordplay.
'go' becomes 'turn' (as in one's go or turn in a game).
'blue' becomes 'down' (both can mean sad).
'turn'+'down'='TURN-DOWN'
'to' acts as a link.
(Other definitions for turn down that I've seen before include "mark the place" , "prepare bed" , "Dim - reject" , "Spurn" , "Refuse - to reduce the volume" .)