Something to catch with and miss nothing (5)
I believe the answer is:
lasso
'something to catch with' is the definition.
'miss nothing' is the wordplay.
'miss' becomes 'lass' (lass is a kind of miss).
'nothing' becomes 'o' (looks like zero - 0).
'lass'+'o'='LASSO'
'and' acts as a link.
(Other definitions for lasso that I've seen before include "Cowcatcher" , "One may be caught by this" , "Rope for throwing" , "Long-noosed rope" , "Cowboy's noosed rope" .)