Headless rodent by barrier in European capital (9)
I believe the answer is:
amsterdam
'european capital' is the definition.
(capital of the Netherlands)
'headless rodent by barrier' is the wordplay.
'headless' means to remove the first letter.
'rodent' becomes 'hamster' (hamster is a kind of rodent).
'by barrier' becomes 'dam' (dam is a kind of barrier. I am not sure about the 'by' bit.).
'hamster' with its first letter taken off is 'amster'.
'amster'+'dam'='AMSTERDAM'
'in' acts as a link.
(Other definitions for amsterdam that I've seen before include "9/11 [OLYMPIC VENUE]" , "Mam stared awkwardly at the Dutch city" , "Dutch city of canals" , "diamond-cutting centre" , "city with many canals" .)