Blue devils is a term used to describe a state of depression or sadness. There are several synonyms that can be used to convey the same message, such as melancholy, despondency, gloom, and despair. Melancholy refers to a feeling of deep sadness that lasts for a prolonged period of time. Despondency is a feeling of loss of hope or confidence. Gloom represents a state of complete darkness and a lack of light, hence a feeling of sadness or depression. Finally, despair is a state of hopelessness and a loss of faith in oneself or others. All these synonyms can be used interchangeably with blue devils to describe a feeling of sadness or depression.