Cold shower in this: no water! (4)
I believe the answer is:
snow
'cold shower' is the definition.
(I've seen this in another clue)
'in this no water' is the wordplay.
'in' indicates a hidden word.
'SNOW' is hidden within 'this no water'.
(Other definitions for snow that I've seen before include "Precipitation in the form of ice crystals" , "feature of 27 [THE BIG FREEZE]" , "that may arrive around Christmas time" , "Precipitation falling as flakes" , "Ice crystal precipitation" .)