Any shot hit toward the green when you're not already on or near it, typically with an iron, hybrid, or wedge.
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"Approach" describes the shot's purpose (attacking the green), not a specific club or distance, a 150-yard 7-iron and a 40-yard wedge pitch are both approach shots. It's the phase of the hole between the tee shot (or lay-up) and the short game around the green.