It's misery, you say. Stop! (4)
I believe the answer is:
whoa
'stop' is the definition.
(I've seen this before)
'it's misery you say' is the wordplay.
'it's misery' becomes 'woe' (woe is a kind of misery).
'you say' shows a homophone (sound like).
'woe' is a homophone of 'WHOA'.
(Other definitions for whoa that I've seen before include "Said to stop a horse" , "Stop! - steady on!" , "horsy expression?" , "Instruction to a horse to stop" , "Hold your horses!" .)