Interestingly, it is the same gloomy emotion that inspires great music. Think of the songs of the biggest winner at this year's Grammy awards, Adele.
It inspires the visual arts, produces the unforgettable in theatre and it elates on film.
Rolling Stone magazine's top five songs of all time speak of misery, sadism, frustration, pain and dissatisfaction - feelings that are like the first cousins of sadness.
Many people might think that melancholy should be the affliction of those who don't know where their next meal is coming from - the sick, the unloved, the elderly, the unlucky in love, the forgotten, the homeless, the landless, the oppressed .
Oh, no. Melancholy finds pleasure in those whose life seems to have purpose.
We think when sadness comes to a saxophone virtuoso that all he need do is blow away his blues.
We think all a gifted writer need do is lock the gloom away in the pages of another bestseller.
We think dancers can pirouette their pain away.
But history shows us that, for the super-talented, melancholy lingers on, long after it has inspired a great song, created a moment in history or changed the world.
Melancholy remains, the superstars, sadly, go.
When she couldn't bear the sadness that consumed her, English writer Virginia Woolf, before putting stones in the pockets of her jacket and drowning herself, wrote: "I feel certain that I'm going mad again; I feel we can't go through another of those terrible times. And I shan't recover this time."
Woolf knew melancholy very well, what with her history of mood swings and mental illness.
In Orlando: A Biography, she wrote, "Nothing thicker than a knife's blade separates happiness from melancholy."
It was depression, a never-ending melancholy, that drove another writer, American Sylvia Plath, to swallow 40 sleeping pills.
But her first attempt to end her life was unsuccessful. Plath - who had written a poem when she was only five - was found two days later, lying in her vomit.
When she was 30, she put her head in an oven and gassed herself.
Who can forget that day, the eve of StValentine's Day, 11 years ago, when we heard the devastating news that piano genius Moses Taiwa Molelekwa had been found hanging next to the body of his wife, Florence, in their office in the Johannesburg cultural precinct Newtown.
We will never know what happened that day, but the young couple painted a picture of such sadness.
English caricaturist, writer and wit Sir Max Beerbohm once said: "I have known no man of genius who had not to pay, in some affliction or defect, either physical or spiritual, for what the gods had given him."
Young and gifted, 27-year-old saxophonist Moses Khumalo was on top of his game. He was enjoying much-deserved attention and success in his solo career. Sadly, he was found hanging in his flat by his girlfriend in 2006.
He didn't leave a note.
And then there are those great talents who self-destruct, seek solace in drugs and alcohol, which eventually consume them and then lead them to their death.
Whitney Houston, who had a long history of drug abuse, was found dead in her hotel room on February11. What exactly caused her death is not known, but the police said they had found alcohol and prescription drugs in the room.
South African queen of pop Brenda Fassie died in May 2004 after an "asthma attack". A postmortem showed that her death was caused by the cocaine she had used on the morning she was rushed to hospital.
R&B singer Tsakani "TK" Mhinga was found dead in a hotel in February 2006. A postmortem showed that she, too, had cocaine in her blood.
Then there were Amy Winehouse, Michael Jackson, Elvis Presley, Marilyn Monroe, Ike Turner, Heath Ledger, Alexander McQueen, Jim Morrison . there isn't enough space to name them all.
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