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The Japanese word

憂鬱

is pronounced
yuuutsu | ゆううつ
means
depression, melancholy, dejection, gloom
Examples:
彼は憂鬱状態であった。
kare wa yūutsu jōtai de atta.
He was in a mood of depression.
去れ、忌まわしき憂鬱よ。
sare, imawashiki yūutsu yo.
Hence, loathed melancholy.
彼女は憂鬱症の虜に成った。
kanojo wa yūutsu shō no toriko ni natta.
She fell prey to melancholy.
彼女の言葉は憂鬱に満ちていた。
kanojo no kotoba wa yūutsu ni michi te i ta.
Her words were filled with melancholy.
彼女は憂鬱状態になることがある。
kanojo wa yūutsu jōtai ni naru koto ga aru.
She sometimes goes into a mood of depression.
彼の声には憂鬱な調子が感じられた。
kare no koe ni wa yūutsu na chōshi ga kanji rare ta.
We sensed a melancholy note in his voice.
ぼくは涼宮ハルヒの憂鬱を読みたくない。
boku wa ryō miya haruhi no yūutsu o yomi taku nai.
I don't want to read the Melancholy of Haruhi Suzumiya.
Examples sourced from tatoeba.org