Duck caught by male grouse (4)
I believe the answer is:
moan
'grouse' is the definition.
(I've seen this in another clue)
'duck caught by male' is the wordplay.
'duck' becomes 'o' (resembles zero - 'duck' in cricket).
'caught by' is an insertion indicator.
'male' becomes 'man' (man is a kind of male).
'o' put into 'man' is 'MOAN'.
(Other definitions for moan that I've seen before include "Bewail" , "Lament; grumble" , "Low sound of pain" , "Complain; rhymes with money lent" , "Complain, grumble" .)