Thieves duck where icicles hang down (3,6)
I believe the answer is:
tea leaves
'thieves' is the definition.
('thief' is Cockney rhyming slang for 'tea leaf')
'duck where icicles hang down' is the wordplay.
'duck' becomes 'teal' (teal is a kind of duck).
'where icicles hang down' becomes 'eaves' (an eave is an overhanging part of a roof).
'teal'+'eaves'='TEA-LEAVES'
(Other definitions for tea leaves that I've seen before include "Thieves" , "Magpies" , "found among the dregs" , "Source of drink" .)