Tie up female, having a gun (6)
I believe the answer is:
fasten
'tie up' is the definition.
(thesaurus)
'female having a gun' is the wordplay.
'female' becomes 'f' (abbreviation).
'having' is a charade indicator (letters next to each other).
'gun' becomes 'sten' (British sub-machine gun).
'f'+'a'+'sten'='FASTEN'
(Other definitions for fasten that I've seen before include "Close, make secure" , "Attach" , "Tie, secure" , "Tie or join together, fix firmly" , "Nail" .)