Natural talent making female retreat (5)
I believe the answer is:
flair
'natural talent' is the definition.
(I've seen this in another clue)
'female retreat' is the wordplay.
'female' becomes 'f' (abbreviation).
'retreat' becomes 'lair' (both can mean a private hideout).
'f'+'lair'='FLAIR'
'making' is the link.
(Other definitions for flair that I've seen before include "Stylish talent" , "Style, panache" , "Bent" , "Stylishness, originality" , "Taste" .)