The noun dumps has been used for “a state of depression” since the early 1500s, and the phrase “down in the mouth“ has alluded to the downturned corners of the mouth as a sign of misery since the mid-1600s. It’s not surprise, then, that “down in the dumps” should mean a state of melancholy that is sustained over a period of time.
One of the earliest published uses of the word “dumps” as it refers to depression is found in Henry More’s A Dialoge of Comforte Against Tribulation from 1529:
What heapes of heauynesse, hathe of late fallen amonge vs alreadye, with whiche some of our poore familye bee fallen into suche dumpes.
In 1824, William Henry Beecher wrote a letter to his sister, Catharine (who lived in Hartford, Connecticut at the time) that stated in part;
“I am completely down in the dumps … I do think my future prospects are rather dull.”
But most telling is that the phrase is found in The Dictionary of the Vulgar Tongue compiled by Francis Grose and published in 1785:
DUMPS. Down in the dumps; low-spirited, melancholy.
Historically Speaking 