Cry of despair (4)
I believe the answer is:
alas
'cry of despair' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for alas that I've seen before include "Expression of regret" , "More's the pity" , "Cry of regret" , "What a shame!" , "Exclamation of grief" .)