Caught a lot of cattle, they say (5)
I believe the answer is:
heard
'caught' is the definition.
(I've seen this before)
'a lot of cattle they say' is the wordplay.
'a lot of cattle' becomes 'herd' (herd of cows).
'they say' shows a homophone (sound like).
'herd' sounds like 'HEARD'.
(Other definitions for heard that I've seen before include "Perceived by the ear" , "Examined" , "Listened to (sound)" , "Got to know (of)" , "Detected aurally" .)