If feeling down means you get depressed, then you may want to work with a cognitive behavioral therapist so this does not continue to take place.
If you just feel disappointed/discouraged and if this is not too bothersome of a mental state to you, then it is up to you if you would like to correct this and a therapist can also help with this. Type A (competitive personality types) may experience what you are describing more often than others.
Licensed Psychotherapist
Licensed Psychotherapist, Certified Hypnotherapist, Self-Help books author