Girl caught by colonel lying (5)
I believe the answer is:
nelly
'girl' is the definition.
(girl's name)
'caught by colonel lying' is the wordplay.
'caught by' indicates a hidden word.
'NELLY' is hidden within 'colonel lying'.
(Other definitions for nelly that I've seen before include "Let not poor - starve (Charles II)" , "'Not on your - - !' (sl.)" , "Fool" , "Girl" , "Life" .)