"What a relief!" (4)
'what a relief' is the definition.
(I've seen this in other clues)
This is the entire clue.
(Other definitions for phew that I've seen before include "What a relief! It's hot!" , "I'm overheating?" , "Expression of relief" , "Recover unharmed" , "Good gracious, its hot!" .)
(Other definitions for whew that I've seen before include "expression of surprise" , "Expression of relief" , "Bustle about" .)