County fellow looking up at king on heavy horse (9)
I believe the answer is:
yorkshire
'county' is the definition.
(I know that Yorkshire is a historic county of England)
'fellow looking up at king on heavy horse' is the wordplay.
'fellow looking up at king' becomes 'york' (I am not sure about this - if you are sure you should believe this answer much more).
'on' says to put letters next to each other.
'heavy horse' becomes 'shire' (breed of horse).
'york'+'shire'='YORKSHIRE'
(Other definitions for yorkshire that I've seen before include "Former riding zone" , "Cricketing county" , "Northern area" , "North English county" , "English county noted for relish and pudding with beef" .)