Moanin' In The Mornin'  This is a true "torch song" one of the many Arlen created over the years. Along with lyricist E. Y. Harburg, the song was introduced in the 1937 version of Hooray For What.
Although not a traditional blue number, the loneliness and despair that characterizes the blues tradition is present as sung by songstress Dinah Shore who also had a fine recording of Arlen's Blues In The Night.

https://youtu.be/AcjlHAKSlY8