In accordance to that fact that Athos is always melancholy, we actually do know the source. During the book, while Athos and d'Artagnan get drunk, we discover Athos had an ex-wife, which turns out to be Milady. Later, we find that Athos did not know that Milady was a criminal when he fell in love with her. When he learns of her past, he believes that he hangs her.
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