The most common and most likely answer to this crossword clue is the 4 letter word GRIM
G
R
I
M
More clues leading to the result GRIM
- Terrible leader in government over the border
- Stern joint provider of fairy tales for listeners
- Tip for ironing skirt, black
- Endless filth is ghastly
- Collector of folk tales, mostly unpleasant
- Forbidding smoking, at last, on border
- Ghastly, endless ingrained dirt
- Depressing border on the east of Strasbourg
- Stock, filthy, no end of obscenity
- Make a face when losing top card, depressing
Buddy explains!

The straight part
We know that "depressing" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case depressing = grim.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.
What does GRIM mean?
GRIM noun- Specter, ghost, haunting spirit
- To make grim; to give a stern or forbidding aspect to.
- Dismal and gloomy, cold and forbidding
- Rigid and unrelenting
- Ghastly or sinister
- Disgusting; gross
- Anger, wrath.