Exclamation of relief not many heard (4)
I believe the answer is:
phew
'exclamation of relief' is the definition.
(I've seen this before)
'not many heard' is the wordplay.
'not many' becomes 'few' ('few' is the opposite to 'many').
'heard' shows a homophone (sound like).
'few' is a homophone of 'PHEW'.
(Other definitions for phew that I've seen before include "What a relief! It's hot!" , "Gosh, that's a relief!" , "Exclamation of relief" , "Gosh, I'm sweltering!" , "I'm overheating?" .)