Sad bearer of news indeed (9)
I believe the answer is:
depressed
'sad' is the definition.
(thesaurus)
I don't understand the rest of the clue.
Can you help me to learn more?
(Other definitions for depressed that I've seen before include "dispirited" , "Flattened downward" , "showing the blues" , "25 [BLUE]" , "Poverty-stricken" .)