Leave the country -- could be good in Dubai, say (8)
I believe the answer is:
emigrate
'leave the country' is the definition.
(I've seen this before)
'good in dubai say' is the wordplay.
'good' becomes 'g' (abbreviation).
'in' indicates putting letters inside.
'dubai say' becomes 'emirate' (Dubai is an example).
'g' inserted within 'emirate' is 'EMIGRATE'.
'could be' is the link.
(Other definitions for emigrate that I've seen before include "Go to live and work in another country" , "Change country of residence" , "Leave one's country to live elsewhere" , "Move abroad" , "Permanently leave" .)