Wrong a lady (5)
I believe the answer is:
amiss
'wrong' is the definition.
('amiss' can be a synonym of 'wrong')
'a lady' is the wordplay.
'lady' becomes 'miss' (I have seen 'Young lady' mean 'miss' so perhaps 'lady' could also mean 'miss'**).
'a'+'miss'='AMISS'
(Other definitions for amiss that I've seen before include "Unsuitable" , "error" , "Faulty" , "Out of order" , "(Gone) wrong" .)