I believe that what is really painful is not practicing our creativity. It, to me, smacks of unrequited love: the wishing, the yearning, and the inability to engage. A great way to experiment with this is the next time "the blues" strike, try making something. Anything. A pot of chili, a cabinet, a wild paint job on an old bike, a batch of cupcakes decorated with whimsical candies, a nasty little ditty about whatever is bedeviling you-- anything that strikes your fancy. See if your mood doesn't lift almost instantaneously.
"I merely took the energy it takes to pout and wrote some blues." -Duke Ellington