A way of walking in making an entrance, we hear (4)
I believe the answer is:
gait
'a way of walking' is the definition.
(I've seen this in another clue)
'an entrance we hear' is the wordplay.
'an entrance' becomes 'gate' (type of entrance).
'we hear' indicates a 'sounds like' (homophone) clue.
'gate' sounds like 'GAIT'.
'in making' is the link.
(Other definitions for gait that I've seen before include "Carriage" , "Way of walking (4)" , "Bearing" , "Method of moving" , "Deportment" .)