Set in Nevada, love a Fitzgerald short story (7)
I believe the answer is:
novella
'short story' is the definition.
(a novella is a short novel)
'set in nevada love a fitzgerald' is the wordplay.
'set in' indicates putting letters inside.
'nevada' becomes 'NV' (abbreviation for the US state).
'love' becomes 'o' (love means zero in tennis).
'a fitzgerald' becomes 'Ella' (musician Ella Fitzgerald).
'nv' enclosing 'o' is 'nov'.
'nov'+'ella'='NOVELLA'
(Other definitions for novella that I've seen before include "story, short one" , "Composition" , "Short fictional piece" , "Slim volume of fiction" , "Short work of fiction" .)