Fleece providing warmth after cold (5)
I believe the answer is:
cheat
'fleece' is the definition.
(thesaurus)
'warmth after cold' is the wordplay.
'warmth' becomes 'heat' ('heat' can be a synonym of 'warmth').
'after' is a charade indicator (letters next to each other).
'cold' becomes 'c' (eg on taps).
'heat' after 'c' is 'CHEAT'.
'providing' acts as a link.
(Other definitions for cheat that I've seen before include "Welsh" , "fleece" , "22 [FRAUDSTER]" , "Compete dishonestly" , "Play dishonestly" .)