A club in Mayfair once (4)
I believe the answer is:
iron
'a club' is the definition.
(type of golf club)
'in mayfair once' is the wordplay.
'in' indicates a hidden word.
'IRON' is hidden in the letters of 'mayfair once'.
(Other definitions for iron that I've seen before include "Main component of steel" , "Hard metal" , "Press clothes" , "What's used to make pitch" , "resolve" .)