Fancy that man pursuing women (4)
I believe the answer is:
whim
'fancy' is the definition.
(both can mean a notion or desire)
'man pursuing women' is the wordplay.
'man' becomes 'him' ().
'pursuing' says to put letters next to each other.
'women' becomes 'w' (standard abbreviation).
'him' put after 'w' is 'WHIM'.
'that' is the link.
(Other definitions for whim that I've seen before include "Fad" , "fantastic creation from the past" , "'Caprice, notion (4)'" , "Impulse or caprice" , "Capricious desire" .)