Exhausted soldier's first to get locked up (5)
I believe the answer is:
spent
'exhausted' is the definition.
(synonyms)
'soldier's first to get locked up' is the wordplay.
'soldier's first' becomes 's' (1st letter of 'soldier').
'to get' means one lot of letters go next to another.
'locked up' becomes 'pent' (I've seen this in other clues).
's'+'pent'='SPENT'
(Other definitions for spent that I've seen before include "Drained of energy - or paid out" , "Paid out - finished" , "Completely exhausted" , "Splashed out" , "Worn out, having laid out money" .)