In this dissertation, I trace the processes through which contemporary Turkish classical music is heard as a genre of melancholy, analyzing how the hearing of melancholic music naturalizes social identities. I approach Turkish classical music texts, contexts, and practices as critical sites to understand the way melancholy circulates as music, sound, and discourse. I ask the question: what is the social work that melancholy does through music? I argue that in the process of taking on and reframing ideologies of listening, musicians and audiences are socialized to hear melancholy in music and understand melancholy as invoking a web of resonating discourses of loss, nostalgia, and death. Melancholic sounds are further rooted in local Islamic and Mevlevi Sufi philosophies that justify individuals' feelings of melancholy as a product of the human condition of separation from God. Tuning into the melancholy of Turkish classical music resonates a nationalist countermelody, as projects of modernization and secularization have historically displaced Islam and the genre of Turkish classical music in the public soundscape. Melancholy is not felt in the same way by all individuals, as it is a primary affective modality that aids in the construction and articulation of masculinities and femininities. What is at stake in this project is an understanding of the constitutive affective elements in the social and psychological work that individuals in Turkey do through musical practices to constitute subjectivity, build communities, and create boundaries between self and other. This dissertation offers a theorization of the way emotions are felt, constructed, expressed as, and claimed for particular social, cultural, spiritual, gendered, and national identities. It analyzes socialization and identity construction as processes of learning how to feel and express that feeling in sound. I argue that the voicing of melancholy through music and discourse emerges as a primary strategy through which Turkish classical musicians constitute and understand themselves in their social, cultural, and spiritual worlds.