Believer from Nazareth in dungeon (5)
I believe the answer is:
hindu
'believer' is the definition.
(believer in Hinduism)
'from nazareth in dungeon' is the wordplay.
'from' indicates a hidden word.
'HINDU' can be found hidden inside 'nazareth in dungeon'.
(Other definitions for hindu that I've seen before include "Member of religious group" , "Religious believer" , "Native of India" , "Believer in an Indian religion" , "Brahma is one of his gods" .)