Belt found in small wood (4)
I believe the answer is:
sash
'belt' is the definition.
(thesaurus)
'small wood' is the wordplay.
'small' becomes 's' (abbreviation - e.g. clothes size).
'wood' becomes 'ash' (I've seen this before**).
's'+'ash'='SASH'
'found in' is the link.
(Other definitions for sash that I've seen before include "Popular band in Northern Ireland" , "Style of window" , "Band of cloth" , "Piece of cloth round waist or shoulder" , "Waistband - type of window" .)