Dog that always investigates leather leads (4)
I believe the answer is:
tail
'dog' is the definition.
('tail' can be a synonym of 'dog')
'that always investigates leather leads' is the wordplay.
'leads' suggests taking the first letters.
The first letters of 'that always investigates leather' is 'TAIL'.
(Other definitions for tail that I've seen before include "Dog - end" , "Follow - rear part of aeroplane" , "Follow - train" , "Hindmost part" , "weaker batsmen" .)