Caught odd instrument (5,4)
I believe the answer is:
snare drum
'instrument' is the definition.
(snare drum is a kind of instrument)
'caught odd' is the wordplay.
'caught' becomes 'snared' (snaring is a kind of catching).
'odd' becomes 'rum' (rum can mean strange or dubious).
'snared'+'rum'='SNARE-DRUM'
(Other definitions for snare drum that I've seen before include "nine [RUFF] could come from this" , "Percussion instrument" , "one that gets beaten!" , "instrument for beating" , "one's beaten" .)