Complained of exercise in this square? (6)
I believe the answer is:
griped
'complained' is the definition.
(griping is a kind of complaining)
'exercise in this square?' is the wordplay.
'exercise' becomes 'pe' (Physical Education).
'in' means one lot of letters goes inside another.
'this square?' becomes 'grid' (a grid is a square layout).
'pe' inserted into 'grid' is 'GRIPED'.
'of' acts as a link.
(Other definitions for griped that I've seen before include "Complained persistently" , "Moaned constantly" .)