Depression concealed by Brenda Lee (4)
I believe the answer is:
dale
'depression' is the definition.
(I know that dale is a type of depression)
'concealed by brenda lee' is the wordplay.
'concealed by' indicates the answer is hidden within 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 . . . ." .)