The most common and most likely answer to this crossword clue is the 9 letter word NEUROTICS
I've seen this crossword clue in Independent
N
E
U
R
O
T
I
C
S
Buddy explains!

The straight part
We know that "we really worry!" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case we really worry! = neurotics.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 NEUROTICS mean?
NEUROTICS noun- A person who has a neurosis