Shelter from the sleet (3)
I believe the answer is:
lee
'shelter' is the definition.
(thesaurus)
'from the sleet' is the wordplay.
'from' says the answer is hidden in the clue.
'LEE' can be found hidden inside 'sleet'.
(Other definitions for lee that I've seen before include "Protection" , "Bruce ___, martial arts ace" , "Cork river" , "The sheltered side - of Cork's river?" , "The side that's sheltered from the wind" .)