Is Queen entertained by my sadness (6)
I believe the answer is:
misery
'sadness' is the definition.
(misery is a kind of sadness)
'is queen entertained by my' is the wordplay.
'queen' becomes 'ER' (abbreviation for Elizabeth Regina).
'entertained by' indicates putting letters inside (I've seen this in other clues).
'is'+'er'='iser'
'iser' inserted inside 'my' is 'MISERY'.
(Other definitions for misery that I've seen before include "Mental distress or discomfort" , "Wretchedness, suffering" , "Extreme unhappiness" , "Torment" , "Party-pooper" .)