I'm surprised captain with prosthetic leg has no foot (3)
I believe the answer is:
aha
'i'm surprised' is the definition.
(expression of surprise)
'captain with prosthetic leg has no foot' is the wordplay.
'captain with prosthetic leg' becomes 'Ahab' (Captain Ahab in the novel Moby-Dick).
'has no foot' means to remove the last letter (the bottom or foot of the word is removed).
'ahab' with its final letter removed is 'AHA'.
(Other definitions for aha that I've seen before include "Surprised expression" , "it expresses surprise" , "I get it!" , "I've got it!" , "Exclamation of triumph or mockery, a palindrome" .)