Before exercises we cried (4)
I believe the answer is:
wept
'cried' is the definition.
('weep' can be a synonym of 'cry')
'before exercises we' is the wordplay.
'before' means one lot of letters go next to another.
'exercises' becomes 'PT' (Physical Training).
'pt' put after 'we' is 'WEPT'.
(Other definitions for wept that I've seen before include "Was unhappy" , "Exclude, prohibit" , "Shed tears of grief" , "Cried, sobbed" , "Sobbed heavily" .)