Play securing run in ancient city (4)
I believe the answer is:
troy
'ancient city' is the definition.
(Troy was an ancient city)
'play securing run' is the wordplay.
'play' becomes 'toy' (synonyms).
'securing' means one lot of letters goes inside another.
'run' becomes 'r' (cricket abbreviation).
'toy' placed around 'r' is 'TROY'.
'in' is the link.
(Other definitions for troy that I've seen before include "part of Asia Minor" , "City destroyed" , "Wooden horse siege city" , "Ancient city besieged by the Greeks" , "Helen of --, beauty" .)