Frenchman trails off into the wind (7)
I believe the answer is:
mistral
'the wind' is the definition.
(mistral is a kind of wind)
'frenchman trails off' is the wordplay.
'frenchman' becomes 'm' (abbreviation for Monsieur).
'off' is an anagram indicator.
'trails' anagrammed gives 'istral'.
'm'+'istral'='MISTRAL'
'into' acts as a link.
(Other definitions for mistral that I've seen before include "Cold dry wind in southern France" , "Nice chiller" , "Strong cold dry wind" , "Violent northeast wind of southern France" , "French wind" .)