Walk when asleep and moving (9)
I believe the answer is:
esplanade
'walk' is the definition.
(I know that esplanade is a type of mall)
'asleep and moving' is the wordplay.
'moving' is an anagram indicator.
'asleep'+'and'='asleepand'
'asleepand' anagrammed gives 'ESPLANADE'.
'when' acts as a link.
(Other definitions for esplanade that I've seen before include "walk by sea" , "Long level area for walking beside the sea" , "Sea-front drive" , "Walkway beside the seashore" , "Level seashore walkway" .)