Tailless furry creature seen in colonnade (4)
I believe the answer is:
stoa
'colonnade' is the definition.
(architectural term)
'tailless furry creature' is the wordplay.
'tailless' means to remove the last letter.
'furry creature' becomes 'stoat'.
'stoat' with its final letter taken off is 'STOA'.
'seen in' is the link.
(Other definitions for stoa that I've seen before include "Roofed walkway with colonnades - oats (anag)" , "A portico in Greek architecture" , "In Athens some columns" , "It sheltered Greeks walking" , "Ancient Greek portico" .)