Name major road in Middle Eastern city (5)
I believe the answer is:
dubai
'middle eastern city' is the definition.
(city in the United Arab Emirates)
'name major road' is the wordplay.
'name' becomes 'dub' (as in dubbing someone with a particular name).
'major road' becomes 'AI' (resembles Ad, a major road).
'dub'+'ai'='DUBAI'
'in' is the link.
(Other definitions for dubai that I've seen before include "Gulf territory" , "Arab city" , "sheikdom?" , "Middle East destination" , "Port city on the Persian Gulf" .)