Note Yankee pens on funeral song (5)
I believe the answer is:
elegy
'funeral song' is the definition.
(I've seen this in another clue)
'note yankee pens on' is the wordplay.
'note' becomes 'e' (musical note).
'yankee' becomes 'Y' (phonetic alphabet: alpha, bravo, charlie etc.).
'pens' indicates putting letters inside.
'on' becomes 'leg' (cricket term, fielding positions).
'e'+'y'='ey'
'ey' enclosing 'leg' is 'ELEGY'.
(Other definitions for elegy that I've seen before include "Lines written by poet" , "Sad words" , "Dirge" , "Mournful verse" , "A sorrowful poem - Gray wrote a famous one" .)