Diana is out to become a nymph (5)
I believe the answer is:
naiad
'a nymph' is the definition.
(I know that naiad is a type of water nymph)
'diana is out' is the wordplay.
'is out' indicates an anagram (out can mean wrong or inaccurate).
'diana' with letters rearranged gives 'NAIAD'.
'to become' acts as a link.
(Other definitions for naiad that I've seen before include "River nymph" , "spirit in water" , "Aquatic larva of a dragonfly" , "divine female figure" , "Classic spirit" .)