Sky — gosh! (7)
I believe the answer is:
heavens
I believe this is a double definition.
'sky' is the first definition.
(I've seen this before)
'gosh' is the second definition.
(interjections!)
(Other definitions for heavens that I've seen before include "Save hen (anag.)" , "Exclamation (Good ____ !)" , "Expression of surprise" , "Sky - good grief!" , "Places of supreme happiness" .)