Believer from Neath in dungeon (5)
I believe the answer is:
hindu
'believer' is the definition.
(believer in Hinduism)
'from neath in dungeon' is the wordplay.
'from' says the answer is hidden in the clue.
'HINDU' is hidden within 'neath in dungeon'.
(Other definitions for hindu that I've seen before include "Member of religious group" , "Central Asian mountain range" , "One expecting to be reincarnated" , "Swami, perhaps" , "Member of major Indian religion" .)