his melancholy state of mind

or

his melancholy state-of-mind

No hyphens.

http://grammar.ccc.commnet.edu/grammar/marks/hyphen.htm
Be sure to read through that webpage. Post questions when you have them.

The phrase "his melancholy state of mind" describes someone's emotional state as being characterized by sadness, low spirits, or a general feeling of gloominess. "Melancholy" is an adjective that can be used to convey a certain mood or temperament. In this case, it refers to the state of mind of the person in question.

When it comes to punctuation, there are two common ways to present this phrase: "his melancholy state of mind" or "his melancholy state-of-mind." Both versions are acceptable, but they may convey a slightly different emphasis or interpretation.

In the first version, "his melancholy state of mind," the phrase is read as a noun phrase, with "state of mind" functioning as a noun modifier that specifies the type of state. It emphasizes the emotional aspect of the person's mental state.

The second version, "his melancholy state-of-mind," uses a hyphen to connect "state" and "of-mind." This creates a compound noun, where "state-of-mind" is treated as a single concept. It can suggest that the person's overall psychological disposition or mindset is characterized by melancholy.

So, whether you choose to use "his melancholy state of mind" or "his melancholy state-of-mind" depends on the desired emphasis and style of your writing.