Greek god resentful when set up (4)
I believe the answer is:
eros
'greek god' is the definition.
(Eros is an example)
'resentful when set up' is the wordplay.
'resentful' becomes 'sore' (sore can mean resentful or annoyed).
'when set up' shows that the letters should be reversed in order (in a down clue, letters go up).
'sore' written backwards gives 'EROS'.
(Other definitions for eros that I've seen before include "Roman god of love, Cupid" , "Greek equivalent to Roman Cupid" , "Pagan god" , "Greek god of sexual love, Cupid to the Romans" , "Name given to statue" .)