Worry about oriental private capital (8)
I believe the answer is:
freetown
'capital' is the definition.
(capital of Sierra Leone)
'worry about oriental private' is the wordplay.
'worry' becomes 'fret' (to fret about something is to worry).
'about' indicates putting letters inside.
'oriental' becomes 'e'.
'private' becomes 'own' (as in one's own or private belongings).
'fret' going around 'e' is 'freet'.
'freet'+'own'='FREETOWN'
(Other definitions for freetown that I've seen before include "African city" , "Sierra Leone's capital" , "Capital of Sierra Leone" , "capital city" .)