Mourning song at start and end of evensong in cathedral (5)
I believe the answer is:
elegy
'mourning song' is the definition.
'start and end of evensong in cathedral' is the wordplay.
'start and end of' suggests removing the centre (only the first and last letter remain).
'in' means one lot of letters goes inside another.
'cathedral' becomes 'ely' (ely is a cathedral city in cambridgeshire).
'evensong' with its middle taken out is 'eg'.
'eg' going inside 'ely' is 'ELEGY'.
'at' is the link.
(Other definitions for elegy that I've seen before include "Song of lamentation" , "Work by Gray?" , "Poem lamenting the dead" , "Mournful song or poem" , "Poetic lament for the dead" .)