Thought that's within: inside, always (4)
I believe the answer is:
idea
'thought' is the definition.
(idea is a kind of thought)
'within inside always' is the wordplay.
'within' indicates a hidden word.
'IDEA' is hidden in the letters of 'inside always'.
'that's' is the link.
(Other definitions for idea that I've seen before include "Content of cognition" , "Thought; concept" , "Something imagined in the mind" , "Fancy" , "Purpose" .)