Animal of compassion, say (4)
I believe the answer is:
hart
'animal' is the definition.
(I've seen this before)
'compassion say' is the wordplay.
'compassion' becomes 'heart' (I've seen this before).
'say' shows a homophone (sound like).
'heart' is a homophone of 'HART'.
'of' is the link.
(Other definitions for hart that I've seen before include "Stag" , "Beast" , "Mature male deer" , "Male red-deer" , "Songwriting partnership, Rodgers and --" .)