"Police," you say. "Brake!" (5)
I believe the answer is:
copse
'brake' is the definition.
(thesaurus)
'police you say' is the wordplay.
'police' becomes 'cops' (cop can informally mean a police officer).
'you say' shows a homophone (sound like).
'cops' sounds like 'COPSE'.
(Other definitions for copse that I've seen before include "Piece of managed woodland" , "Stand of trees" , "Clump of small trees for regular cropping" , "Scope for a small wood" , "Dense growth of shrubs or trees" .)