Tailless mammal in covered walkway (4)
I believe the answer is:
stoa
'covered walkway' is the definition.
(I've seen this before)
'tailless mammal' is the wordplay.
'tailless' means to remove the last letter.
'mammal' becomes 'stoat' (stoat is a kind of mammal).
'stoat' with its final letter taken off is 'STOA'.
'in' acts as a link.
(Other definitions for stoa that I've seen before include "Oast (anag.)" , "Ancient Greek portico" , "Portico in ancient Greece" , "Architectural feature" , "Colonnade, covered walkway" .)