Type of music depressed one singing (9)
I believe the answer is:
bluegrass
'type of music' is the definition.
(type of country music)
'depressed one singing' is the wordplay.
'depressed' becomes 'blue' (I've seen this before).
'one singing' becomes 'grass' (a grass is someone who 'sings' to the police).
'blue'+'grass'='BLUEGRASS'
(Other definitions for bluegrass that I've seen before include "Style of country music from Kentucky" , "Kind of country music" , "nickname of US State" , "A type of country music" , "Style of US country music" .)