Breathed hard, making unhappy sound (4)
I believe the answer is:
blew
'breathed hard' is the definition.
(I've seen this before)
'unhappy sound' is the wordplay.
'unhappy' becomes 'blue' (I've seen this before).
'sound' indicates a 'sounds like' (homophone) clue.
'blue' sounds like 'BLEW'.
'making' acts as a link.
(Other definitions for blew that I've seen before include "Spent recklessly; exploded suddenly" , "Bungled (an opportunity)" , "Squandered" , "Puffed and panted" , "Sounded (a horn)" .)