The saying avoir le cafard (Literally: to have the cockroach) is very commonly used in French to be down in the dumps, to have the blues, to be feel depressed or to be in the doldrums.
avoir le cafard
to be depressed

According to Europe1.fr, the French word “cafard” comes from “kafir” in Arabic, which was used to describe a person who had little faith. The article goes on to say that in the 16th century in France, the word was also used in this sense, meaning that be a cockroach was to live in the dark, far away from the light of God.
In modern French, “avoir le cafard” simply means to be depressed.
Je suis deprime depuis un bon moment. J’ai le cafard.
I’ve been depressed for a while. “I have the blues”.
Ma petite copine m’a quitee et j’ai le cafard.
My girlfriend left me and I’m depressed.
Si tu as le cafard, telephone-moi et on peut en parler.
If you’re depressed, call me and we can talk about it.

Conclusion
We hope you don’t “avoir le carard” today! Want to learn more French idioms? Check out our main expressions page!