Shelter from sleet (3)
I believe the answer is:
lee
'shelter' is the definition.
(as in lee side, the side sheltered from wind)
'from sleet' is the wordplay.
'from' says the answer is hidden in the clue.
'LEE' can be found hidden inside 'sleet'.
(Other definitions for lee that I've seen before include "Sheltered from the wind in Cork, perhaps" , "Shelter" , "The side that's sheltered from the wind" , "The sheltered side - of Cork's river?" , "Towards the side away from the wind (naut)" .)