Clue: No one remaining hairy in sports? Be careful what you say! (5,4,4)
Answer: WALLS HAVE EARS
Explanation: Definition: Be careful what you say
ALL SHAVE in WEARS (sports, as in "sports a moustache"). I think of this as a WW2 slogan, but it goes back a long way, and (at least according to this) may have come into English via a Hebrew expression