Think it's a clue compiled in a rush (9)
I believe the answer is:
speculate
'think' is the definition.
(speculating is a kind of thinking)
'a clue compiled in a rush' is the wordplay.
'compiled' indicates an anagram.
'in' indicates putting letters inside.
'a rush' becomes 'spate' ('spate' can be a synonym of 'rush'**).
'clue' with letters rearranged gives 'ecul'.
'ecul' going within 'spate' is 'SPECULATE'.
'it's' acts as a link.
(Other definitions for speculate that I've seen before include "Gamble - guess" , "Bet; theorise" , "Theorise without firm evidence" , "As before, observe" , "Consider" .)