Caught bowler, say, having a chinwag (4)
I believe the answer is:
chat
'a chinwag' is the definition.
(I've seen this before)
'caught bowler say' is the wordplay.
'caught' becomes 'c' (cricket abbreviation).
'bowler say' becomes 'hat' (bowler is a type of hat).
'c'+'hat'='CHAT'
'having' acts as a link.
(Other definitions for chat that I've seen before include "Talk familiarly" , "gas" , "Tom in 22 [ALSACE]" , "Talk casually" , "Talk easily; songbird" .)