Bag not opened in response to discomfort (4)
I believe the answer is:
ouch
'response to discomfort' is the definition.
'bag not opened' is the wordplay.
'bag' becomes 'pouch' (pouch is a kind of bag).
'not opened' means to remove the first letter.
'pouch' with its first letter removed is 'OUCH'.
'in' is the link.
(Other definitions for ouch that I've seen before include "that's painful" , "Pained exclamation" , "that hurts!" , "Expression of pain" , "Pained expression" .)