I caught a sort of antelope in this country (7)
I believe the answer is:
iceland
'this country' is the definition.
(I know that Iceland is a European country)
'i caught a sort of antelope' is the wordplay.
'caught' becomes 'c' (cricket abbreviation).
'a sort of antelope' becomes 'eland'.
'i'+'c'+'eland'='ICELAND'
'in' acts as a link.
(Other definitions for iceland that I've seen before include "Land of geysers and Norse sagas" , "Volcanic country" , "North Atlantic island republic" , "Althing its parliament" , "Nice lad (anag)" .)