Everything's immoral about song (6)
I believe the answer is:
ballad
'song' is the definition.
(I know that ballad is a type of song)
'everything's immoral about' is the wordplay.
'everything' becomes 'all' (all things).
'immoral' becomes 'bad' (synonyms).
'about' means one lot of letters goes inside another.
'all' put within 'bad' is 'BALLAD'.
(Other definitions for ballad that I've seen before include "Lay, narrative song" , "Song type" , "Poem telling a story" , "Slow romantic song" , "Narrative song with a recurrent refrain" .)