Edit: Crossposted with our Ronin, but it happens. ;)

LdLineEdit is in a dll

BINGO!
you should export the whole class

class LD_DLL LdLineEdit: public QLineEdit
{
    Q_OBJECT
Q_DISABLE_COPY(LdLineEdit)
public:
LdLineEdit(QWidget* parent = Q_NULLPTR)
:QLineEdit(parent)
{}
signals:
    void LdClicked();
protected:
    void mouseReleaseEvent(QMouseEvent *){emit LdClicked();}
}

@VRonin
The constructor is there in my class, I forgot it because I wanted to simplify (I'll edit my first post)

The macro is :

#if defined(LD_LIBRARY)
#  define LD_DLL Q_DECL_EXPORT
#else
#  define LD_DLL Q_DECL_IMPORT
#endif

LdLineEdit is in a dll that I use in my other function

Same issue with the function in protected.

EDIT : it might be linked to the dll, if I do this inside a function of LdLineEdit :

connect( this, &LdLineEdit::LdClicked, this, &LdLineEdit::ThisValueChanged);

It compiles (ThisValueChanged is private slot of LdLineEdit)

Last question, what is LD_DLL?

class LdLineEdit: public QLineEdit
{
    Q_OBJECT
Q_DISABLE_COPY(LdLineEdit)
public:
LdLineEdit(QWidget* parent = Q_NULLPTR)
:QLineEdit(parent)
{}
signals:
    LD_DLL void LdClicked();
protected:
    void mouseReleaseEvent(QMouseEvent *){emit LdClicked();}
}