The most common and most likely answer to this crossword clue is the 5 letter word COATI
I've seen this crossword clue in The Guardian
C
O
A
T
I
More clues leading to the result COATI
- South American omnivore — one with fur, perhaps?
- This S American native no good for a film
- Animal’s pelt I put on
- Flesh-eating mammal — one with fur, perhaps?
- An animal in bed
- Animal bed without a hint of insulation
- Fur, source of insulation for mammal
- Found in Mexico, a tigerish raccoon-like mammal
- Film wildlife — only the second omnivore
- Skin and head of Icelandic animal
Buddy explains!

The straight part
We know that "furry animal" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case furry animal = coati.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does COATI mean?
COATI noun- Any of several omnivorous mammals, of the genus Nasua or Nasuella, in order Carnivora, that live in the range from southern United States to northern Argentina.