Wed late, perhaps, this minor titled gentleman? (9)
I believe the answer is:
weeknight
'wed late perhaps' is the definition.
(Wednesday night)
'minor titled gentleman?' is the wordplay.
'minor' becomes 'wee' (wee can mean small).
'titled gentleman?' becomes 'knight' (a knighthood is a title).
'wee'+'knight'='WEEKNIGHT'
'this' acts as a link.
(Other definitions for weeknight that I've seen before include "appears between working days" , "will be wanting an early bedtime then?" , "Saturday evening is not" , "evening between Monday and Friday" , "Part of 67 [SENNIGHT]" .)