Run away with circus performer, you say? (4)
I believe the answer is:
flee
'run away' is the definition.
(thesaurus)
'circus performer you say?' is the wordplay.
'circus performer' becomes 'flea' (I've seen this before).
'you say?' indicates a 'sounds like' (homophone) clue.
'flea' sounds like 'FLEE'.
'with' acts as a link.
(Other definitions for flee that I've seen before include "Run (from danger)" , "Take flight" , "Run quickly away" , "Cut and run" , "rush" .)