Sadness, because of "the blues". More strictly it's depression and despair, but I think Sadness close enough.
Blue in its lowest meaning signifies depression and despair. We have such expressions as " a fit of the blues." Or again it may mean hardness, coldness, or cruelty, even, as in such an expression as " steel-blue eyes" or "Bluebeard." A blue-stocking means someone who has cultivated intellect and left out affection.
-- The Symbolism of Colour