I've had this happen many, probably every time. And I also get too wound up to sleep afterwards.

I've also found that a sure way to recreate those post-performance blues is to listen to a gig tape or watch a live video of the performance. The poor sound quality, complete with room noise and the cold, flat reality of the cheap recording medium do wonders to eliminate that ambience and dynamics during the performance.

It's probably natural to feel empty and burnt out after giving everything for a good performance. Try sitting around afterwards with a glass of wine and talking it to death. Or just roll with it.