Caught one having an ice-cream (4)
I believe the answer is:
cone
'ice-cream' is the definition.
(I've seen this in other clues)
'caught one having an' is the wordplay.
'caught' becomes 'c' (cricket abbreviation).
'one having' is a charade indicator (letters next to each other).
'an' becomes 'one'.
'c'+'one'='CONE'
(Other definitions for cone that I've seen before include "Hollow object associated with ice cream and motorways" , "It produces the seed for the pine tree" , "it may hold ice-cream" , "Circular pyramid" , "Tapering solid" .)