Heavenly body seen in gym across narrow road (6)
I believe the answer is:
planet
'heavenly body' is the definition.
(planet is a type of heavenly body)
'gym across narrow road' is the wordplay.
'gym' becomes 'PT' (Physical Training).
'across' means one lot of letters goes inside another.
'narrow road' becomes 'lane' (I've seen this in another clue).
'pt' placed around 'lane' is 'PLANET'.
'seen in' acts as a link.
(Other definitions for planet that I've seen before include "World" , "Neptune, for example" , "One orbiting star" , "Celestial body that revolves around the sun" , "Substantial heavenly body" .)