Sigh of relief not many heard (4)
I believe the answer is:
phew
'sigh of relief' is the definition.
(I've seen this in another clue)
'not many heard' is the wordplay.
'not many' becomes 'few' ('few' is the opposite to 'many').
'heard' shows a homophone (sound like).
'few' sounds like 'PHEW'.
(Other definitions for phew that I've seen before include "Sound relieved" , "thank goodness!" , "What a relief! It's hot!" , "I'm overheating?" , "Gosh, I'm sweltering!" .)