No. The blues are because you're getting fat or maybe it's been raining too long. You're just sad, that's all.
8 seconds sound clip from the Breakfast at Tiffany's movie soundboard.
You can hear this line at 00:08:17 in the Blu-ray version of the movie.
Quote context
[...]
- Tiffany's? You mean the jewellery store?
- That's right. I'm crazy about Tiffany's.
- Listen. You know those days when you get the mean reds?
- The mean reds? You mean like the blues?
- Sure.
- The quietness and the proud look of it...
- Nothing very bad could happen to you there.
[...]