The most common and most likely answer to this crossword clue is the 9 letter word WHIMSICAL
I've seen this crossword clue in Financial Times
W
H
I
M
S
I
C
A
L
More clues leading to the result WHIMSICAL
- Mischievous, tailless cat, not accepted in stage show
- Fanciful act overturned, protecting particular chap thus
- Capricious wife greeting Hamilton, say, out of uniform
- Capricious leaders of Wyndham’s hail iconic non-U musical
- Capricious male thus pursuing wife, a student
- Fanciful women greeting Sweeney Todd, say, without hint of urgency
- That man as indicated breaking law on return – odd
- Wife rubbished his claim, showing capricious mood
- Capricious, initially wanted that guy to incite Al
Buddy explains!

The straight part
We know that "Capricious" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case capricious = whimsical.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does WHIMSICAL mean?
WHIMSICAL adjective- Given to whimsy.