Caught soldier holding gold dog (5)
I believe the answer is:
corgi
'dog' is the definition.
(I know that corgi is a type of dog)
'caught soldier holding gold' is the wordplay.
'caught' becomes 'c' (cricket abbreviation).
'soldier' becomes 'GI' (GI can mean a US soldier).
'holding' indicates putting letters inside.
'gold' becomes 'or' ('or' is the heraldic name for gold).
'c'+'gi'='cgi'
'cgi' going around 'or' is 'CORGI'.
(Other definitions for corgi that I've seen before include "Dog of Welsh breed, royal favourite" , "Toy car manufacturer" , "Small Welsh dog with fox-like head" , "Cardigan, possibly" , "Queen's dog?" .)