A lamp is burning (6)
I believe the answer is:
alight
'is burning' is the definition.
(set alight)
'a lamp' is the wordplay.
'lamp' becomes 'light' (I've seen this before).
'a'+'light'='ALIGHT'
(Other definitions for alight that I've seen before include "Burning; get down" , "scorched?" , "Come down - on fire" , "Disembark, land" , "Disembark; on fire" .)