A female pigeon's tail, grey (5)
I believe the answer is:
ashen
'grey' is the definition.
(thesaurus)
'a female pigeon's tail' is the wordplay.
'female' becomes 'she' (I've seen this before**).
'tail' suggests the final letters.
The last letter of 'pigeon' is 'n'.
'a'+'she'+'n'='ASHEN'
(Other definitions for ashen that I've seen before include "White-faced" , "pasty" , "Unhealthily pale" , "Wan, pale" , "White" .)