Bug government agency to catch villain (6)
I believe the answer is:
cicada
'bug' is the definition.
(cicada is a type of insect)
'government agency to catch villain' is the wordplay.
'government agency' becomes 'CIA' (Central Intelligence Agency).
'to catch' indicates putting letters inside.
'villain' becomes 'cad' (cad can mean a nasty person).
'cia' enclosing 'cad' is 'CICADA'.
(Other definitions for cicada that I've seen before include "Chirpy insect" , "Flier" , "Bug sounding at night" , "Shrill bug" , "jumpy creature" .)