Horse making painful sound, not good (4)
I believe the answer is:
roan
'horse' is the definition.
(roan is a kind of horse)
'making painful sound not good' is the wordplay.
'making painful sound' becomes 'groan'.
'not' suggests deleting specific letters.
'good' becomes 'g' (abbreviation).
'groan' with 'g' taken out is 'ROAN'.
(Other definitions for roan that I've seen before include "Horse with reddish-brown coat" , "Horse with brownish coat speckled with white" , "Horse with a brownish coat sprinkled with grey" , "Bay horse with white/grey hairs in its coat" , "nag" .)