You will need to insert a Black cue right after the video clip.  Then, right click the black cue and select Edit Cue.  (Or, click on the cue editor icons just to the left of the cue title.)  Click on the Cue tab.  Set the Transition to Dissolve.  This will allow the black cue to let the previous cue dissolve into it.  You will need to go into the video cue's Edit Cue properties itself to adjust transition settings for that cue.