Dark horse's very unpleasant experience (9)
I believe the answer is:
nightmare
'very unpleasant experience' is the definition.
(I've seen this before)
'dark horse's' is the wordplay.
'dark' becomes 'night' (it's dark at nighttime).
'horse' becomes 'mare' (mare is a kind of horse).
'night'+'mare'='NIGHTMARE'
(Other definitions for nightmare that I've seen before include "fiend" , "Frightening nocturnal fantasy" , "dreadful experience" , "that might upset the rest" , "Horrifying dream" .)