New painting captures Queen — that's concerning (10)

'concerning' is the definition.
('pertain' can be a synonym of 'concern')

'new painting captures queen' is the wordplay.
'new' is an anagram indicator.
'captures' indicates putting letters inside.
'queen' becomes 'er' (abbreviation for Elizabeth Regina).
'painting' is an anagram of 'ptaining'.
'ptaining' enclosing 'er' is 'PERTAINING'.

'that's' is the link.