She-goat might be one held captive (7)
I believe the answer is:
hostage
'one held captive' is the definition.
(I've seen this before)
'she-goat might be' is the wordplay.
'might be' indicates an anagram.
'she'+'goat'='shegoat'
'shegoat' is an anagram of 'HOSTAGE'.
(Other definitions for hostage that I've seen before include "Detainee - gash toe (anag)" , "Prisoner held as surety" , "Person taken as security" , "One caught" , "Kidnap victim" .)