The most common and most likely answer to this crossword clue is the 4 plus 2 plus 3 plus 5 letter word DOWN IN THE MOUTH
I've seen this crossword clue in The Daily Telegraph
D
O
W
N
I
N
T
H
E
M
O
U
T
H
More clues leading to the result DOWN IN THE MOUTH
- Sad result of lark blowing up in one’s face?
- Why spitting feathers?
- Hangdog characteristic of a retriever on a duck hunt?
- Unhappy evidence of poor pheasant plucking?
- Miserable, and soon to be spitting feathers!
- Unhappy condition of fox after goose narrowly escaped?
- Party win, then blundering on entrance? Not happy
- Miserable with a tickly throat, quite possibly?
- Sad having swallowed a chick, it seems?
- Blue feathers being chewed
Buddy explains!

The straight part
We know that "Blue" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case blue = down in the mouth.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.