Depression concealed by Brenda Lee (4)
I believe the answer is:
dale
'depression' is the definition.
(dale is a kind of depression)
'concealed by brenda lee' is the wordplay.
'concealed by' says the answer is hidden in the clue.
'DALE' is hidden in the letters of 'brenda lee'.
(Other definitions for dale that I've seen before include "Valley; old radio soap family" , "depression" , "Valley; Trollope's Bell and Lily" , "Valley; man's name" , "Up hill and down . . . ." .)