A lost dog? Wrong! (6)
I believe the answer is:
astray
'wrong' is the definition.
(I've seen this in another clue)
'a lost dog?' is the wordplay.
'lost dog?' becomes 'stray' (I've seen this in another clue).
'a'+'stray'='ASTRAY'
(Other definitions for astray that I've seen before include "Going wrong" , "(Gone) off course" , "Go . . . . . . - get lost" , "wrong way" , "Wandering off the track" .)