A confidence trick can hurt! (5)
I believe the answer is:
sting
This clue is a double definition.
'a confidence trick' is the first definition.
(I've seen this before)
'hurt' is the second definition.
(if something stings, it hurts)
'can' is the link.
(Other definitions for sting that I've seen before include "Tingle sharply" , "The pain caused by bee or nettle" , "fleece?" , "Undercover operation; wound" , "Sharp tingling pain" .)