Loner depressed about bore (4)
I believe the answer is:
nerd
'bore' is the definition.
(both can mean a boring person)
'loner depressed about' is the wordplay.
'about' says the answer is hidden in the clue (the clue goes around or about the answer).
'NERD' is hidden in the letters of 'loner depressed'.
(Other definitions for nerd that I've seen before include "Geek, anorak (sl.)" , "Anorak (informal)" , "In slang, a foolish or uninteresting person" , "One lacking social skills" , "Flag on poles; wide (headline)" .)