Artilleryman loses head visiting city convent (7)
I believe the answer is:
nunnery
'convent' is the definition.
(nunnery is a kind of convent)
'artilleryman loses head visiting city' is the wordplay.
'artilleryman' becomes 'gunner' ('gunner' can be a synonym of 'artilleryman').
'loses head' means to remove the first letter.
'visiting' indicates putting letters inside.
'city' becomes 'ny' (I've seen this in other clues**).
'gunner' with its first letter taken away is 'unner'.
'unner' going inside 'ny' is 'NUNNERY'.
(Other definitions for nunnery that I've seen before include "Religious house for females" , "sisters' place" , "Female religious house" , "Convent" , "Hamlet to Ophelia: 'Get thee to a . . . . . . .'" .)