Shocked sound (4)
I believe the answer is:
gasp
'shocked sound' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for gasp that I've seen before include "Sound of astonishment" , "Pant" , "Gaps in struggle for breath" , "Utter breathlessly" , "Catch one's breath in astonishment" .)