New York city cops heading to apprehend animal (5)
I believe the answer is:
nyala
'animal' is the definition.
(I've seen this before)
'new york city cops heading to apprehend' is the wordplay.
'new york' becomes 'ny'.
'city' becomes 'LA' (Los Angeles).
'cops' is an insertion indicator (inserted letters are caught or copped).
'heading to' says to take the initial letters (the head of the word).
The first letter of 'apprehend' is 'a'.
'ny'+'la'='nyla'
'nyla' placed around 'a' is 'NYALA'.
(Other definitions for nyala that I've seen before include "beast" , "South African antelope - Sudanese city" , "one of a herd" , "Large African antelope" , "South African resident" .)