down in the mouth vs depressed

down in the mouth and depressed both are adjectives.

Word	Noun	Adjective	Verb	Adverb
down in the mouth	No	Yes	No	No
depressed	No	Yes	No	No

As adjectives, down in the mouth and depressed are synonyms defined as:

Other synonyms of down in the mouth include blue, dispirited, down, downcast, downhearted, gloomy, grim, low-spirited, low.

down in the mouth (adjective)	depressed (adjective)
filled with melancholy and despondency	filled with melancholy and despondency
	lower than previously
	flattened downward as if pressed from above or flattened along the dorsal and ventral surfaces