The man's following wife. Fancy! (4)
I believe the answer is:
whim
'fancy' is the definition.
(I've seen this before)
'the man's following wife' is the wordplay.
'the man' becomes 'him' (**).
'following' says to put letters next to each other.
'wife' becomes 'w'.
'him' after 'w' is 'WHIM'.
(Other definitions for whim that I've seen before include "Sudden odd desire" , "Capricious desire" , "Passing fancy" , "Fad" , "Impulse or caprice" .)