Single in Lyon, sadly (4)
I believe the answer is:
only
'single' is the definition.
('only' can be similar in meaning to 'single')
'lyon sadly' is the wordplay.
'sadly' indicates anagramming the letters.
'lyon' is an anagram of 'ONLY'.
'in' is the link.
(Other definitions for only that I've seen before include "Solely; except that" , "Simply" , "Merely; single" , "Unique; merely" , "Single, solitary" .)