Misled into supporting dreadful Conservative Government (9)
I believe the answer is:
direction
'government' is the definition.
(thesaurus)
'misled into supporting dreadful conservative' is the wordplay.
'misled' is an anagram indicator (I've seen 'misleading' mean this (I've seen this in other clues)).
'supporting' says to put letters next to each other (in a down clue, some letters go below others).
'dreadful' becomes 'dire' (synonyms).
'conservative' becomes 'C' (UK political abbreviation).
'into' is an anagram of 'tion'.
'dire'+'c'='direc'
'tion' after 'direc' is 'DIRECTION'.
(Other definitions for direction that I've seen before include "Guidance" , "Administration" , "Course along which something moves" , "Tenor" , "Course in which something is travelling" .)