Say there's nothing in immorality (5)
I believe the answer is:
voice
'say' is the definition.
(I know that voice is a more specific form of the action say)
'nothing in immorality' is the wordplay.
'nothing' becomes 'O' (looks like zero - 0).
'in' is an insertion indicator.
'immorality' becomes 'vice' (vice can mean immoral behaviour).
'o' going into 'vice' is 'VOICE'.
'there's' acts as a link.
(Other definitions for voice that I've seen before include "Put into words" , "Wallop" , "Sound of speech" , "Sound produced in speaking" , "Speak of - mouthpiece" .)