The Collaborative International Dictionary of English v.0.48:

Cleg \Cleg\, n. [Northern Eng. & Scot. gleg: cf. Gael.
   crethleag.] (Zool.)
   A small breeze or horsefly. [North of Eng. & Scot.]
   --Jamieson.
   [1913 Webster]

WordNet (r) 3.0 (2006):

cleg
    n 1: large swift fly the female of which sucks blood of various
         animals [syn: horsefly, cleg, clegg, horse fly]