avoir le cafard

to feel depressed

This expression means to feel down in the dumps or to have the blues.

Depuis qu'elle a quitté Paris, elle a souvent le cafard.

Since she left Paris, she often feels down.

'Cafard' comes from Arabic 'kafr' (unbeliever). Baudelaire gave it its melancholy meaning while writing Les Fleurs du mal in 1857, feeling that mélancolie and tristesse didn't quite capture what he meant.