When the cause is not physical, there are many simple things you can do to lift a kitten's spirits and help him grow into a well-adjusted adult cat.
Instructions
Place the kitten close to your body and cuddle him gently. Like human babies, kittens need caring touch in order to thrive. Before he came to your home, he was likely cuddled by his mother much of the time and he probably misses that. Cuddling him close will also warm him--sometimes a kitten will appear depressed if he is cold.
Purchase a toy plush animal to act as a stand-in mom for the kitten to sleep on. Even after a kitten is weaned and box-trained, he may not have felt emotionally ready to leave his mom.
Spray his sleeping area with a small amount cat pheromone spray (such as Feliway brand, available at pet supply stores). This contains ingredients that mimic feel-good scents cats emit and may help comfort your kitten.
Buy cat toys and play with him often. Sometimes kittens appear depressed when they are bored. Tease him with a string or other cat toy and try to get him to chase it.
Find your kitten another kitten for a playmate, if possible. This is especially important if you are gone for long hours during the day or night.