Horny individual maybe picked up mocking refusal (5)
I believe the answer is:
rhino
'horny individual' is the definition.
Although both the answer and definition are singular nouns, I don't see how they can define each other.
'picked up mocking refusal' is the wordplay.
I cannot really understand how this works, but
'refusal' could be 'no' (saying no to something) and 'no' is found in the answer.
This may be the basis of the clue (or it may be nonsense).
'maybe' acts as a link.
Can you help me to learn more?
(Other definitions for rhino that I've seen before include "Fierce beast (abbr.)" , "In brief, large thick-skinned animal of Africa" , "When provoked, one may charge" , "Endangered species of large horned herbivore" , "big game" .)