Sorry to say involved in criminal assault (4)
I believe the answer is:
alas
'sorry to say' is the definition.
(I've seen this in another clue)
'involved in criminal assault' is the wordplay.
'involved in' indicates the answer is hidden within the clue.
'ALAS' is hidden within 'criminal assault'.
(Other definitions for alas that I've seen before include "Sadly, unfortunately" , "Cry of grief" , "Sad expression" , "I'm sorry to say" , "Cry of woe" .)