Believer from Neath in dungeon (5)
I believe the answer is:
'believer' is the definition.
(believer in Hinduism)
'from neath in dungeon' is the wordplay.
'from' says the answer is hidden in the clue.
'HINDU' is hidden within 'neath in dungeon'.
(Other definitions for hindu that I've seen before include "religious type", "Follower of a major religion of the Indian subcontinent", "Native of India", "Member of great Indian religion with belief in reincarnation", "Person with faith".)