Regularly he's in suspect Yemen gallery CIA target (5,2,3,5)

'cia target' is the definition.

'regularly he's in suspect yemen gallery' is the wordplay.
'regularly' becomes 'oft' (I've seen this in another clue).
'in' indicates putting letters inside.
'suspect' is an anagram indicator (a suspicious or unusual spelling).
'gallery' becomes 'tate' (Tate Modern, Tate Britain etc).
'oft'+'hes'='ofthes'
'yemen' is an anagram of 'enemy'.
'enemy'+'tate'='enemytate'
'ofthes' inserted into 'enemytate' is 'ENEMY OF THE STATE'.