So depressed, I hear in the song (4)
I believe the answer is:
solo
'the song' is the definition.
(I've seen this in another clue)
'so depressed i hear' is the wordplay.
'depressed' becomes 'low' (similar in meaning).
'i hear' shows a homophone (sound like).
'low' sounds like 'lo'.
'so'+'lo'='SOLO'
'in' acts as a link.
(Other definitions for solo that I've seen before include "It's performed alone" , "Performed by a single voice or instrument" , "Type of whist" , "Done by one person" , "Go it alone" .)