She mentions a letter to Annie, not Billy (5)
I believe the answer is:
nanny
'billy' is the definition.
(thesaurus)
'she mentions a letter to annie not' is the wordplay.
I cannot really see how this works, but
'she' could be 'anny' and 'anny' is located in the answer.
'letter' could be 'n' and 'n' is located in the answer.
This accounts for all the letters.
This explanation may well be incorrect...
Can you help me to learn more?
(Other definitions for nanny that I've seen before include "Child's nurse or female goat" , "Overprotective government deplored by Thatcher" , "Home help" , "Posh child minder or female goat" , "Producer of milk" .)