Exercising brains to catch European national (7)
I believe the answer is:
serbian
'national' is the definition.
(I've seen this before)
'exercising brains to catch european' is the wordplay.
'exercising' is an anagram indicator (letters exercise or move around).
'to catch' indicates putting letters inside.
'european' becomes 'E' (abbreviation e.g. EU).
'brains' is an anagram of 'srbian'.
'srbian' going around 'e' is 'SERBIAN'.
(Other definitions for serbian that I've seen before include "European" , "Foreigner" , "language!" , "Balkan national" , "Native of Belgrade perhaps" .)