Sadly trapped in criminal assembly (4)
I believe the answer is:
alas
'sadly' is the definition.
('alas' is used to express regret)
'trapped in criminal assembly' is the wordplay.
'trapped in' says the answer is hidden in the clue.
'ALAS' is hidden in the letters of 'criminal assembly'.
(Other definitions for alas that I've seen before include "Interjection of sorrow" , "By bad luck" , "Proper, respectable" , "Exclamation of grief" , "-- and alack!" .)