The colloquial expression baby blues denotes depression suffered by a mother in the period following childbirth, arising from the combination of hormonal changes, psychological adjustment to motherhood and fatigue.—Synonyms: postnatal depression and postpartum depression.

In this expression, the noun blues denotes a feeling of depression or deep unhappiness.—Cf. the long history of the word ‘blues’.

The earliest occurrences of the expression baby blues that I have found are from Expectant Motherhood (Boston: Little, Brown and Company, 1940), by the U.S. obstetrician and gynaecologist Nicholson Joseph Eastman (1895-1973):

“The Baby Blues.”—There are sound scientific grounds for believing that the nervous system after delivery is more sensitive than at other times. Even if this were not so, it would be surprising if this long-anticipated event of childbirth, so epoch-making to the young woman, so far-reaching in its ramifications, did not occasionally evoke profound emotional responses. Most common among such reactions, perhaps, is what is colloquially called the “baby blues.” About the time that everything is going perfectly in the puerperium, with mother and baby both flourishing and everybody happy, the mother, for no accountable reason, bursts into a good, long cry. Nothing can stop her; persuasion is futile; she simply continues to sob and weep for a good half hour. When the episode is over, she can offer no explanation. “It just came over me,” she says. Such reactions rarely recur and following them the mother usually feels much better. In view of all that has taken place during the past nine months, it requires no psychiatrist to interpret episodes of this kind, but simply an understanding heart.

A variant, after-the-baby blues, occurred in an article by Eleanor Lake, published in the women’s magazine McCall’s (Dayton (Ohio): McCall Corporation) of June 1940—it was republished as follows in The Hammond Times (Hammond, Indiana, USA) of Sunday 30^th June 1940:

Don’t Worry About After-the-Baby Blues; Not Serious; Tell the Doctor

The new mother who suffers from spells of depression need not worry—they are a normal reaction, according to Eleanor Lake. Writing in McCall’s for June, she thus explains “after-the-baby blues”:
“Post-partum depression is an anticlimatic [sic] fatigue and melancholy that descends on women anywhere from a few days to a few weeks after they have had a baby. Just at the time at which a new mother expects to be radiantly happy, she finds herself sunk in an inexplicable gloom. She cries easily, and often for no reason. She turns minor household problems into emotional crises. She is tired all the time to the point of exhaustion. And she is often horrified to discover that she feels quite indifferent to her husband, and even to her baby.
“Most women who suffer from this common let-down are so shocked at themselves that they not only do not mention their feelings to their doctor but try to conceal it from their own families. Many of them think they are unique in this reaction to motherhood and go through weeks and months of a private nightmare of anxiety over their own failings. Many women, too, have heard that this is a time at which neurotic women may have nervous breakdowns and fear that they are headed for a sanitarium themselves.
“These fears and shames are utterly needless agony. Post-partum depression descends on hundreds of thousands of perfectly normal women. Unlike the fits of tears hospitals expect from all new mothers immediately after childbirth, this prolonged reaction seldom happens to any woman more than once. And incredible as it seems at the time, it vanishes utterly after a few weeks or months, to leave its victims as healthy and happy as they ever were in their lives.
“Doctors and psychiatrists have perfectly good explanations for the fact that so many women go through this maternal nightmare. Doctors list the fact that a difficult delivery may leave a patient in a state of exhaustion (operations sometimes cause depressions in the same way), that some women seem to use up their physical reserves more than others in having a baby, that no woman’s body is completely normal for months after childbirth.
“Psychiatrists say that this is the time at which women who have stayed emotionally young have finally to grow up and face the responsibilities of parenthood, a process that is often hard to face; that women who have thought of motherhood in an over-sentimental way are suddenly brought down to earth by the discovery that it involved hard, prosaic work and that babies, like husbands, are not always appreciative. In spite of common gossip, the use of childbirth drugs like pheno-baritol [sic] seems to have nothing to do with the problem. Women who have had almost no anesthetic are subpect [sic] to the same reaction.
“Much can be done to make this time easier for frightened young mothers. It is important, for instance, for husbands to realize that these months are as much a part of having a baby as the actual pregnancy. Too many husbands expect their wives to be as good as new once the baby is safely in its bassinet.
“Hormone injections have often helped in bad cases, though only a doctor can tell whether a patient’s physical symptoms show that she may need them. Rest immediately after the baby is vital. But most important of all is for mothers themselves to talk freely to their doctors. Expert advice will help them realize that they are not alone or even unusual in having this experience and that post-partum depression like diaper-washing and 2 o’clock bottles, is only a temporary bad stretch in the big and satisfying job of having a baby.”