The most common and most likely answer to this crossword clue is the 7 letter word HENPECK
I've seen this crossword clue in The Daily Telegraph
H
E
N
P
E
C
K
More clues leading to the result HENPECK
Buddy explains!

The straight part
We know that "Nag" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case nag = henpeck.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 HENPECK mean?
HENPECK noun- A man who is meekly subservient to his wife.
- (chiefly by a wife) To nag persistently.