Thinking dear former wife's gone (7)
I believe the answer is:
pensive
'thinking' is the definition.
(I've seen this before)
'dear former wife's gone' is the wordplay.
'dear' becomes 'expensive' ('expensive' can be similar in meaning to 'dear').
'former wife' becomes 'ex'.
'gone' is a deletion indicator.
'expensive' with 'ex' taken away is 'PENSIVE'.
(Other definitions for pensive that I've seen before include "musing" , "in a brown study?" , "Thinking deeply" , "Introspective, maybe moody" , "Meditative" .)