Roman god, King Christian, say (4)
I believe the answer is:
dior
'christian say' is the definition.
(fashion designer Christian Dior)
'roman god king' is the wordplay.
'roman god' becomes 'dio' (I've seen this in another clue).
'king' becomes 'R' (abbreviation of Latin rex).
'dio'+'r'='DIOR'
(Other definitions for dior that I've seen before include "Fashion house" , "French couturier, creator of the New Look, d. 1957" , "French couturier, who created the New Look" , "French fashion designer" , "Fashion designer Christian, famous for his 1947 New Look" .)