Wicked thing in prison led astray (6)
I believe the answer is:
candle
'wicked thing' is the definition.
(a candle is a thing with a 'wick')
'prison led astray' is the wordplay.
'prison' becomes 'can' (the can is American slang for prison).
'astray' indicates an anagram.
'led' is an anagram of 'dle'.
'can'+'dle'='CANDLE'
'in' acts as a link.
(Other definitions for candle that I've seen before include "may be too expensive for game" , "Waxy light source" , "Wax light source" , "Lanced in light" , "Wax or tallow light" .)