Heard no horses do this (5)
I believe the answer is:
neigh
'horses do this' is the definition.
'heard no' is the wordplay.
'heard' indicates a 'sounds like' (homophone) clue.
'no' becomes 'nay' (I've seen this before).
'nay' sounds like 'NEIGH'.
(Other definitions for neigh that I've seen before include "Comment from Arab" , "beastly noise" , "Whinnying noise" , "Animal noise (expressing 3?)" , "High-pitched cry of a horse" .)