Insect small caught by horse (6)
I believe the answer is:
scarab
'insect' is the definition.
(I know that scarab is a type of insect)
'small caught by horse' is the wordplay.
'small' becomes 's' (abbreviation - e.g. clothes size).
'caught' becomes 'c' (cricket abbreviation).
'by' says to put letters next to each other.
'horse' becomes 'arab' (Arab is a type of horse).
's'+'c'+'arab'='SCARAB'
(Other definitions for scarab that I've seen before include "Beetle, sacred to the ancient Egyptians" , "Large dark beetle" , "old lucky charm" , "Beetle revered by ancient Egyptians" , "Beetle revered in ancient Egypt" .)