Love lost in damp fog (4)
I believe the answer is:
mist
'fog' is the definition.
(I know that fog can be written as mist)
'love lost in damp' is the wordplay.
'love' becomes 'o' (love means zero in tennis).
'lost in' suggests deleting specific letters.
'damp' becomes 'moist' (synonyms).
'moist' with 'o' removed is 'MIST'.
(Other definitions for mist that I've seen before include "Watery film" , "Haze" , "Watery vapour" , "Fret" , "Mizzle; light rain" .)