European capital held by brigadier (4)
I believe the answer is:
riga
'european capital' is the definition.
(capital of Latvia)
'held by brigadier' is the wordplay.
'held by' says the answer is hidden in the clue.
'RIGA' is hidden within 'brigadier'.
(Other definitions for riga that I've seen before include "port in Latvia" , "A rig in Latvia" , "Baltic capital city" , "Latvian port" , "Latvian capital" .)