A failure has to be wrong (5)
I believe the answer is:
amiss
'to be wrong' is the definition.
('amiss' can be a synonym of 'wrong')
'a failure' is the wordplay.
'failure' becomes 'miss' (miss is a kind of failure**).
'a'+'miss'='AMISS'
'has' acts as a link.
(Other definitions for amiss that I've seen before include "Wrong - awry" , "inappropriately" , "Faulty" , "Not quite right" , "In an inappropriate way" .)