Clue: Every South African golfer when cycling gets the Blues (7)
Answer: CHELSEA
Explanation: Definition: the Blues 

Start by solving the definitions, so **EACH** ("every") (Ernie) **ELS** ("South African golfer") and then "*cycle*" the letters, so imagine them written in a circle and turn the circle a bit until EACHELS, becomes CHELSEA (the football club whose nickname is "The Blues").
 
*There has been some discussion in the past about "cycling", so to be clear, this is NOT an indirect anagram, It is a specific instruction to rotate the letters without changing the order in which they are written. Rather, you start at a different letter, so at the C instead of the E, in this case.