Fur of the feline that’s consumed a duck (4)
I believe the answer is:
coat
'fur' is the definition.
(thesaurus)
'the feline that's consumed a duck' is the wordplay.
'the feline' becomes 'cat' (cat is a kind of feline).
'that's consumed' is an insertion indicator.
'a duck' becomes 'o'.
'cat' placed around 'o' is 'COAT'.
'of' acts as a link.
(Other definitions for coat that I've seen before include "Outer garment" , "Fleece" , "blanket" , "Layer of paint" , "Outer covering" .)