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' indicates a hidden word.
'RIGA' is hidden in the letters of '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" .)