Spinning a yarn? Never! (4)
I believe the answer is:
nary
'never' is the definition.
(I've seen this in other clues)
'spinning a yarn?' is the wordplay.
'spinning' indicates an anagram.
'yarn' is an anagram of 'NARY'.
(Other definitions for nary that I've seen before include "Not in America" , "Never (a)" , "Not spoken over there" .)