Antelope I caught leaving the country (5)
I believe the answer is:
eland
'antelope' is the definition.
(eland is a kind of antelope)
'leaving the country' is the wordplay.
'leaving' becomes 'e' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'the country' becomes 'land' ('land' can be a synonym of 'country').
'e'+'land'='ELAND'
'i caught' acts as a link.
This may not be correct. Some or all of it may belong to another bit of the clue.
(Other definitions for eland that I've seen before include "Browser" , "Wild beast" , "Led an (anag) -- antelope" , "Largest living antelope" , "Large spiral-horned African antelope" .)