Insect in secure US city (5,2)
I believe the answer is:
santa fe
'us city' is the definition.
(I've seen this before)
'insect in secure' is the wordplay.
'insect' becomes 'ant' (ant is a kind of insect).
'in' means one lot of letters goes inside another.
'secure' becomes 'safe' (similar in meaning).
'ant' inserted inside 'safe' is 'SANTA FE'.
(Other definitions for santa fe that I've seen before include "Capital of New Mexico state" , "US state capital" , "US city" , "Capital city of New Mexico" .)