Sad thing about ending of one religious devotion (5)
I believe the answer is:
piety
'religious devotion' is the definition.
'sad thing about ending of one' is the wordplay.
'sad thing' becomes 'pity'.
'about' means one lot of letters goes inside another.
'ending of' suggests the final letters.
The last letter of 'one' is 'e'.
'pity' going around 'e' is 'PIETY'.
(Other definitions for piety that I've seen before include "Quality of being religious" , "Religious feeling" , "Reverent quality" , "An unthinkingly accepted belief" , "paying proper duty" .)