Walked out of that rodeo (4)
I believe the answer is:
trod
'walked' is the definition.
(treading is a kind of walking)
'out of that rodeo' is the wordplay.
'out of' indicates a hidden word.
'TROD' is hidden within 'that rodeo'.
(Other definitions for trod that I've seen before include "Pressed (something) down with the feet" , "Walked (on something)" , "Took steps" , "Walked upon" , "Walked in a specific way" .)