Taken for a ride in sleigh, catching breeze (8)
I believe the answer is:
swindled
'taken for a ride' is the definition.
(I've seen this before)
'sleigh catching breeze' is the wordplay.
'sleigh' becomes 'sled' (synonyms).
'catching' indicates putting letters inside.
'breeze' becomes 'wind' (a breeze is a slight wind).
'sled' enclosing 'wind' is 'SWINDLED'.
'in' acts as a link.
(Other definitions for swindled that I've seen before include "taken for a ride" , "Ripped off" , "Cheated (someone)" , "Defrauded" .)