King beheaded mischief-maker in citadel (7)
I believe the answer is:
kremlin
'citadel' is the definition.
(I know that kremlin is a type of citadel)
'king beheaded mischief-maker' is the wordplay.
'king' becomes 'K' (abbreviation for king in chess).
'beheaded' means to remove the first letter (the head of the word is removed).
'mischief-maker' becomes 'gremlin' (magical creature).
'gremlin' with its first letter taken off is 'remlin'.
'k'+'remlin'='KREMLIN'
'in' is the link.
(Other definitions for kremlin that I've seen before include "Moscow citadel" , "Citadel of a Russian town" , "Moscow landmark" , "Seat of Russian government" , "Castle" .)