Step up with sad heart into prison (5)
I believe the answer is:
stair
'step up' is the definition.
(I've seen this in another clue)
'sad heart into prison' is the wordplay.
'sad heart' becomes 'a' (I can't explain this - if you can you should believe this answer much more).
'into' indicates putting letters inside.
'prison' becomes 'stir' (informal term for prison).
'a' inserted inside 'stir' is 'STAIR'.
'with' is the link.
Can you help me to learn more?
(Other definitions for stair that I've seen before include "one's seen in flight" , "that's between levels" , "Indoor step" , "One of a flight of steps" , "Component of flight" .)