The most common and most likely answer to this crossword clue is the 5 letter word MIDGE
I've seen this crossword clue in The Daily Telegraph
M
I
D
G
E
More clues leading to the result MIDGE
- Fly jet carrying duke east
- Insect turning up, say, before dark
- Fly westward, say, with poor illumination
- Trouble in Scotland for one idiot heading north
- Fly fighter round Germany and Spain
- At start medic is describing graphically English insect that bites
- Fly being, for example slow to rise
- Fly in central Georgia
- Annoying fly found in humid Georgia
- Perhaps not very bright, flipping tiny creature
Buddy explains!

The straight part
We know that "small insect" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case small insect = midge.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 MIDGE mean?
MIDGE noun- Any of various small two-winged flies, for example, from the family Chironomidae or non-biting midges, the family Chaoboridae or phantom midges, and the family Ceratopogonidae or biting midges, all belonging to the order Diptera
- Any bait or lure designed to resemble a midge