Miserable soul broken by clergyman - that hurts frightfully at first (9)
I believe the answer is:
sorrowful
'miserable' is the definition.
(I've seen this before)
'soul broken by clergyman that hurts frightfully at first' is the wordplay.
'broken by' is an insertion indicator (inserted letters break into the word).
'clergyman' becomes 'rr' (short for Right Reverend, title for a bishop).
'that hurts' becomes 'ow!'.
'at first' indicates taking the first letters.
The first letter of 'frightfully' is 'f'.
'rr'+'ow'+'f'='rrowf'
'soul' placed around 'rrowf' is 'SORROWFUL'.
(Other definitions for sorrowful that I've seen before include "Sad, dejected" , "Unhappy" , "Miserable" , "Grief-stricken" , "Melancholy" .)