It's a shame only part of brigade armed (4,2)
I believe the answer is:
dear me
'it's a shame' is the definition.
(both might be used as expressions of sorrow)
'only part of brigade armed' is the wordplay.
'only part of' indicates a hidden word.
'DEAR ME' is hidden in the letters of 'brigade armed'.
(Other definitions for dear me that I've seen before include "Expression of dismay" , "Mild expression of distress from expensive self" , "What a pity" , "Expression of mild regret from precious self" , "how sad" .)