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It seems strange to me that anyone could find the Wanderer Fantasy to be depressing, much less one of the most depressing pieces ever. It has its moods, like any sufficiently long journey, and it is very wistful at times, but I find it fairly uplifting overall.

Rachmaninov is the only composer whose music is consistently depressing. In a delicious way, just the way I like it. Well, he's a "six-and-a-half foot scowl" after all.

And he likes minor keys....... (unlike Hollywood's directive to Previn: 'No minor chords!')

The most poignantly depressing pieces I can think of are Schubert's first impromptu and the first movement of Brahms' first violin sonata. Not many instrumental pieces can bring me to tears, but these ones have on more than one occasion.

The Schubert first impromptu clearly seems (to me) like a meditation on death and its finality, mourning a life one is about to leave and all the regrets one leaves behind and with nothing to look forward to except the abyss. It is bleak. I felt this way even before seeing Amour, and after watching that film and playing through this piece again and again one cold winter, I found myself completely wrecked for a day and a half. It was fairly cathartic in its own way, and led me to a good mindset to think about the coming year and to cherish what life I do have and those that I love in it.

The Brahms violin sonata is wistful (like the Wanderer fantasy), but relentlessly so. It, too, seems like a piece that is obsessed with something passing. In this case, not so much the end of life, but one trying to reflect on some phase of life one is leaving behind and trying to cheer oneself up about it, but knowing that it is gone forever, except in your memory, and it's that moment of respectful and wistful reflection before one really can even begin to think about what is coming next. In this case, I was learning this piece as I arrived at the decision to leave a job I'd been in for ten years, and which had come to define my life in ways that I absolutely loved, but I knew my time there had come.

Of course, these are very personal reactions and I project a lot of myself into the pieces to reach the level of sadness that I'm describing. But the pieces are also written in a way that they can absorb all of that, build on it, and then reflect it back — I could not have had the same reaction playing Schubert's second impromptu, or Brahms' first cello sonata, both brilliant pieces.

I've not heard any piano music more wonderfully, powerfully depressing than Alexei Stanchinsky's, and I've looked pretty hard to find it. Here's three of my favourites of his:

Off the subj, but.....

The most depressing book (not deliciously) I ever read, or tried to read, was Jude the Obscure (Thomas Hardy).
It was assigned to us in 11th grade English. I don't remember anything about it except that it was so repeatedly and persistently depressing that I just could not read it -- could not stick with it.

But I got saved.
Without any prior hint or any explanation, one day in the middle of the term the teacher was gone, and we had a different teacher -- who promptly gave us a different book instead.
I was saved.

If not for that, I'd probably still be in high school, still trying to get out of 11th grade.

I take it they never assigned Upton Sinclair's The Jungle, eh?

I'm a little surprised that Liszt's 2 La Lugubre Gondola versions haven't been mentioned. Especially the longer, original version, published as No II. Thought to be sparked by a premonition of Wagner's death when Liszt was staying at Wagner's house in Venice and he did indeed die soon afterwards. It's the most powerful depiction of grief - Wagner's coffin being transported by gondola along the grand canal - I have ever "played". (I don't claim mastery of it)

Rachmaninoff's Piano Trio No. 2, Op. 9 is largely a depressing work. (With very little exception.)

Incidentally, also his longest (and in my opinion, hardest) work [that includes the piano]. It's 50 minutes long.

Unlike in the Rachmaninoff piano concerti (that includes the Second Concerto, Op. 18 & Third Concerto, Op. 30; the latter of which is considered Rachmaninoff's hardest work), where the symphonic nature of the orchestra (sort of like Brahms) can give you cover, there's almost nowhere to hide in the Second Trio.

The violin and the cello play (largely) supportive roles, as opposed to being an equal with the piano. The piano part is unrelenting at times, and without a place to hide, if the pianist screws up, it's over. You can't fake it.

Chopin and Schubert I won't mention, too many things,
Liszt: Chasse-neige
Mussorgsky: Il Vecchio Castello
Ravel: Le Gibet
Fauré: Nocturne no.13
Poulenc: Mélancholie
Bach: Goldberg-variation no.25
Haydn: Variations in f minor
Mozart: Fantasia in c minor
Brahms: Intermezzo op.119 no.1/Intermezzo op.118/2 (really)
Liszt: Aux cyprès de la Villa d'Este 2
Liszt: Vallée d'Obermann
Haydn: sonata 23 in F-major, 2nd mov.
Mozart: sonata in F, KV 280, 2nd mov.
Beethoven: sonata 29, 3rd mov.

and this beats them all, but it is chamber-music: Suk, Elégie op.23, not very well known, spread the news!

This list makes it clear to me that none of us is really talking about "depressing" music at all. Sad, nostalgic, poignant, tragic, maybe even maudlin, but I don't feel depressed when I hear any of it, unless it's performed terribly. Schubert at his most lyrical and soul-searching will occasionally bring tears to my eyes, but nothing he wrote could ever depress me. Penderecki's Threnody for the Victims of Hiroshima certainly doesn't brighten my mood when I hear it, and the images it conjures might conceivably be called depressing, but the music itself is uplifting in spite of everything. I'd venture to say that no great music is depressing, deliciously or otherwise.

+1 Well said, SiFi.

I dont think I know any piano piece that I would call depressing. One of the very few that I would call like this is the first lieder in the vocal set Kindertotenlieder by Mahler.

Okay, you want depressing? Go listen to Rued Langgaards 11th symphony "Ixion" - all 6 minutes of it. You would not want another minute of it.

Ixion in Greek mythology was condemned to eternal suffering, bound to a flaming wheel, rotating for eternity in the deepest netherworld "Tartarus".

But, it's not piano music, of course.

This is like the Penderecki example I cited. The subject matter is depressing, as Mahler himself later discovered in the worst possible way when his own 4yo child died from scarlet fever. The music is tragic, sure, but even that first song actually ends on a redemptive, almost salutary note, as the poet talks about hailing the "joyful light" (Freudenlicht) of the morning sun and for the first time the tonality shifts momentarily from minor to major.

Mozart K330 andante cantabile

Yes it is true that there is a kind of slight light at the end. Though to be honnest, I have to say that this music is related to a personal unhappy event in my life and thus, for me at least it is a depressive reminder of difficult moments. I did not listen this piece for many years.

The music is intensively sad, even tragic, but objectively it is not depressive in itself. It is just so for me personally.

I'm so sorry to hear that. I understand completely how associations between real-life events and particular works could bring on depression.

@sifi, the feeling one gets by hearing music is entirely personal, this is my list, it is too small, I don't accept any interpretation of my feelings, feel free to contribute your list, don't touch my soul.

Dolce sfogato, I wasn't talking about your feelings at all, I was describing mine. I would never presume to infer the emotional responses of other people to specific music. That's why I didn't mention you in my post. What I said was "I don't find any of [the music on your list] depressing at all," which is the case. With all due respect, I wasn't going anywhere near your soul. I'm sorry if you felt I was.

As for contributing my own list, I really can't because, as I also commented: "I'd venture to say that no great music is depressing, deliciously or otherwise." So there is no list.