The most common and most likely answer to this crossword clue is the 8 plus 2 plus 3 letter word NEEDLESS TO SAY
I've seen this crossword clue in The Guardian
N
E
E
D
L
E
S
S
T
O
S
A
Y
More clues leading to the result NEEDLESS TO SAY
Buddy explains!

The straight part
We know that "of course" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case of course = needless to say.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.