When Arjuna was feeling despair and dropped his weapons, Shri Krishna raised to the occasion and pulled Arjuna out of despair by answering to Arjuna’s doubts. The war was of Arjuna’s and Pandavas for their property, the people involved were the relatives of Shri Krishna too. He could have felt the same, what Arjuna’s felt. What the difference between the two is the context. Shri Krishna was very clear he is doing is to re-establish the “Dharma” and when your context is clear, you cannot be gloomy.
Arjuna can have a gloomy day, Shri Krishna can’t. True leader is, one who stands and lead when situation is against you.
What kind of leader are you? It’s time to be the one, like Shri Krishna.