Horse sadly lost nail (8)
I believe the answer is:
stallion
'horse' is the definition.
(I know that stallion is a type of male horse)
'sadly lost nail' is the wordplay.
'sadly' indicates an anagram.
'lost'+'nail'='lostnail'
'lostnail' is an anagram of 'STALLION'.
(Other definitions for stallion that I've seen before include "Uncastrated adult male horse" , "Male horse, often used for breeding" , "Male steed" , "Mare's mate" , "Male horse kept for breeding" .)