Are there any clues as to why he feels this way? The musician in the poem sings, "Ain't got nobody in all this world, Ain't got nobody but ma self."
In his poem, "The Weary Blues," Langston Hughes places his piano player on Lennox Avenue (which is now named Malcolm X Boulevard). Lennox Avenue is considered by Hughes in his poem as the heartbeat of Harlem. Since writer and civil rights activist James Baldwin, among others, later referred to this street simply as "the avenue," Lennox Avenue became the symbol of the darkness of Harlem, the melancholy of the tenants, the depression and the repression of African-Americans in the 1930s.
Thus, the piano player/singer is the spokesperson of the African-American experience there in Depression-era Harlem. Suggesting that the musician represents the whole of the community, Hughes calls him the "Negro." Certainly, the capitalization of this noun indicates, also, that the man represents his people as he sings "that old piano moan."