Cry out loud for marine animal (5)
I believe the answer is:
whale
'marine animal' is the definition.
(thesaurus)
'cry out loud' is the wordplay.
'cry' becomes 'wail' (wailing is a kind of crying).
'out loud' shows a homophone (sound like).
'wail' sounds like 'WHALE'.
'for' acts as a link.
(Other definitions for whale that I've seen before include "Large animal" , "Mammal like Moby Dick" , "One wallowing in the drink" , "Patch of oil, on water" , "Large marine mammal" .)