Female ordered hat and close-fitting dress (6)
I believe the answer is:
sheath
'close-fitting dress' is the definition.
(I've seen this in another clue)
'female ordered hat' is the wordplay.
'female' becomes 'she' ('she' refers to a woman).
'ordered' indicates anagramming the letters.
'hat' is an anagram of 'ath'.
'she'+'ath'='SHEATH'
'and' is the link.
(Other definitions for sheath that I've seen before include "Holder for a dagger" , "cocktail dress" , "Protective cover" , "jacket" , "Scabbard" .)