Used pony to travel with Mike (not his real name) (9)
I believe the answer is:
pseudonym
'not his real name' is the definition.
(a pseudonym is a false name)
'used pony to travel with mike' is the wordplay.
'to travel with' indicates an anagram (I've seen 'travelled' mean this).
'mike' becomes 'M' (phonetic alphabet: alpha, bravo, charlie etc.).
'used'+'pony'='usedpony'
'usedpony' anagrammed with 'm' can make 'PSEUDONYM'.
(Other definitions for pseudonym that I've seen before include "Fictitious name used by author" , "Also known as" , "Boz was for Dickens" , "Assumed name" , "another title" .)