Puzzling mystery (6)
I believe the answer is:
enigma
'puzzling mystery' is the definition.
'enigma' can be an answer for 'mystery' (synonyms). I also know that 'puzzling' relates to this answer.
This is the entire clue.
(Other definitions for enigma that I've seen before include "Riddle - German coding machine" , "Title of Elgar's set of variations" , "WW2 code" , "closed book" , "Mysterious puzzle" .)