Hell! It's the wrong shade (5)
I believe the answer is:
hades
'hell' is the definition.
(I know that hell can be written as Hades)
'the wrong shade' is the wordplay.
'the wrong' indicates anagramming the letters.
'shade' anagrammed gives 'HADES'.
'it's' acts as a link.
(Other definitions for hades that I've seen before include "Greek underworld with spirits of the dead" , "It's classical hell in the shade" , "Mythological abode of the dead" , "The underworld where the souls of the dead live" , "The nether world, hell" .)