Deny having once called about the gun (6)
I believe the answer is:
negate
'deny' is the definition.
(negate can mean to deny or refute)
'once called about the gun' is the wordplay.
'once called' becomes 'nee' (I've seen this in another clue).
'about' means one lot of letters goes inside another.
'the gun' becomes 'gat' (US informal term for a gun).
'nee' enclosing 'gat' is 'NEGATE'.
'having' acts as a link.
(Other definitions for negate that I've seen before include "Render ineffective" , "Show to be false" , "Disprove or nullify" , "Cause to have no effect" , "Contradict" .)