She is carrying a gun? Aha! (6)
I believe the answer is:
agatha
'she' is the definition.
'carrying a gun? aha' is the wordplay.
'carrying' indicates putting letters inside.
'a gun?' becomes 'gat' (gat is a kind of gun).
'gat' put inside 'aha' is 'AGATHA'.
'is' is the link.
(Other definitions for agatha that I've seen before include "Detective story writer" , "- Christie, detective novelist" , "-- Christie, English novelist" , "Writer who created Hercule Poirot, . . . . . . Christie" , "Aunt of Wooster" .)