Close friend under pressure (5)
I believe the answer is:
pally
'close' is the definition.
(thesaurus)
'friend under pressure' is the wordplay.
'friend' becomes 'ally' (an ally is a friend or supporter).
'under' is a charade indicator (letters next to each other) (in a down clue, some letters go below others).
'pressure' becomes 'p' (abbreviation).
'ally' put after 'p' is 'PALLY'.
(Other definitions for pally that I've seen before include "China may be so" , "Intimate" , "On friendly terms" , "Thick" , "Very familiar" .)