Country gent depressed by love (4)
I believe the answer is:
oman
'country' is the definition.
(Oman is an example)
'gent depressed by love' is the wordplay.
'gent' becomes 'man' ().
'depressed by' is a charade indicator (letters next to each other) (in a down clue, some letters go below others).
'love' becomes 'o' (love means zero in tennis).
'man' after 'o' is 'OMAN'.
(Other definitions for oman that I've seen before include "monarchy" , "Sultanate, capital Muscat" , "Nation" , "Arab country" , "Arab state" .)