Thinking dear former wife is leaving (7)
I believe the answer is:
pensive
'thinking' is the definition.
(thesaurus)
'dear former wife is leaving' is the wordplay.
'dear' becomes 'expensive' ('expensive' can be similar in meaning to 'dear').
'former wife' becomes 'ex'.
'is leaving' is a deletion indicator.
'expensive' with 'ex' taken out is 'PENSIVE'.
(Other definitions for pensive that I've seen before include "in a brown study?" , "Preoccupied" , "Introspective, maybe moody" , "Deeply thoughtful" , "Brooding" .)