On return, exclude a horse (4)
I believe the answer is:
arab
'horse' is the definition.
(Arab is an example)
'on return exclude a' is the wordplay.
'on return' shows that the letters should be reversed in order.
'exclude' becomes 'bar' ('bar' can be a synonym of 'exclude').
'bar'+'a'='bara'
'bara' in reverse letter order is 'ARAB'.
(Other definitions for arab that I've seen before include "Someone from the Middle East or North Africa, perhaps" , "Small, lively breed of horse" , "Person from the Middle East, say" , "Saudi, perhaps - breed of horse" , "Native of North Africa" .)