Melancholy is a feeling of pensive sadness. When someone or something becomes melancholic, it is usually with no obvious cause. Melancholy can also be used in describing someone suffering from a severe form of depression.
“There's little of the melancholy element in her, my lord: she is never sad but when she sleeps; and not ever sad then; for I have heard my daughter say, she hath often dreamt of unhappiness, and waked herself with laughing.”
– William Shakespeare, Much Ado About Nothing