This science makes you gloomy yet excited (9)
I believe the answer is:
etymology
'this science' is the definition.
(etymology is a kind of science)
'gloomy yet excited' is the wordplay.
'excited' indicates an anagram.
'gloomy'+'yet'='gloomyyet'
'gloomyyet' is an anagram of 'ETYMOLOGY'.
'makes you' is the link.
(Other definitions for etymology that I've seen before include "Investigation of derivation of words" , "Word history" , "Study of the development of words" , "Study of the derivation of words" , "Original root" .)