Animal found in Blenheim Palace (6)
I believe the answer is:
impala
'animal' is the definition.
(I've seen this before)
'in blenheim palace' is the wordplay.
'in' indicates the answer is hidden within the clue.
'IMPALA' is hidden in the letters of 'blenheim palace'.
'found' is the link.
(Other definitions for impala that I've seen before include "horny type" , "One regularly browsing" , "Graceful antelope" , "Spectacular jumper" , "'African antelope, takes great leaps (6)'" .)