Woeful sigh (4)
I believe the answer is:
alas
'woeful sigh' is the definition.
(I've seen this in another clue)
This is the entire clue.
(Other definitions for alas that I've seen before include "Expression of grief/pity" , "Unhappily" , "woebegone expression" , "I'm sorry to say" , "express regret thus" .)