Never takes exercise in linen (6)
I believe the answer is:
napery
'linen' is the definition.
(I know that napery is a type of linen)
'never takes exercise' is the wordplay.
'never' becomes 'nary' (variant of 'never').
'takes' is an insertion indicator.
'exercise' becomes 'pe' (Physical Education).
'nary' going around 'pe' is 'NAPERY'.
'in' is the link.
(Other definitions for napery that I've seen before include "Linens for the dining table" , "Scots tablecloth" , "Household fourteen across" , "Heavy white table linen" , "Fine table linen" .)