Feel leaderless? That's painful! (4)
I believe the answer is:
ouch
'that's painful' is the definition.
(I've seen this before)
'feel leaderless?' is the wordplay.
'feel' becomes 'touch' (touch is a kind of feel).
'leaderless?' means to remove the first letter (I've seen 'leaderless' mean this).
'touch' with its first letter taken away is 'OUCH'.
(Other definitions for ouch that I've seen before include "Pained expression" , "Shout of pain" , "that hurts!" , "sounds painful" , "Exclamation of pain - that hurt!" .)