Dog really captured monster (4)
I believe the answer is:
ogre
'monster' is the definition.
(fairy tale monster)
'dog really captured' is the wordplay.
'captured' indicates the answer is hidden within the clue.
'OGRE' is hidden in the letters of 'dog really'.
(Other definitions for ogre that I've seen before include "Fierce giant" , "Monstrous person" , "stern one who inspires fear" , "Man-eating giant of folklore" , "Jack's giant perhaps" .)