Cry of a duck held by a man (4)
I believe the answer is:
moan
'cry' is the definition.
(thesaurus)
'duck held by a man' is the wordplay.
'duck' becomes 'o' (resembles zero - 'duck' in cricket).
'held by' means one lot of letters goes inside another.
'o' inserted inside 'man' is 'MOAN'.
'of a' is the link.
(Other definitions for moan that I've seen before include "Complain, grumble" , "Low sound of pain" , "Whinge" , "Murmur of pain; grumble" , "Lament; grumble" .)