Very depressed hearing such a piece? (4)
I believe the answer is:
solo
'a piece?' is the definition.
(solo is a kind of piece)
'very depressed hearing' is the wordplay.
'very' becomes 'so' (I've seen this in other clues).
'depressed' becomes 'low' ('low' can be a synonym of 'depressed').
'hearing' indicates a 'sounds like' (homophone) clue.
'low' sounds like 'lo'.
'so'+'lo'='SOLO'
'such' acts as a link.
(Other definitions for solo that I've seen before include "Piece for one performer" , "Alone - card game" , "Han - (Star Wars); fly unaccompanied" , "Unaccompanied - card game" , "(Piece performed) on one's own" .)