Women make me sad (5)
I believe the answer is:
dames
'women' is the definition.
(dame is a kind of woman)
'make me sad' is the wordplay.
'make' indicates an anagram.
'me'+'sad'='mesad'
'mesad' anagrammed gives 'DAMES'.
(Other definitions for dames that I've seen before include "Knighted or slangy women" , "Pantomime men as women" , "Honoured women" , "Women (US sl.)" , "English ladies - American women" .)