Poor Alex, he'd expelled air (7)
I believe the answer is:
'expelled air' is the definition.
('exhale' can be a synonym of 'expel air')
'poor alex he'd' is the wordplay.
'poor' is an anagram indicator.
'alexhed' is an anagram of 'EXHALED'.
(Other definitions for exhaled that I've seen before include "blown out" , "Sent out" , "Gave off" , "Breathed out" .)