Militia capture our weapons store (7)
I believe the answer is:
armoury
'weapons store' is the definition.
(I've seen this before)
'militia capture our' is the wordplay.
'militia' becomes 'army' (I've seen this in another clue).
'capture' indicates putting letters inside.
'army' placed around 'our' is 'ARMOURY'.
(Other definitions for armoury that I've seen before include "Gun store" , "Weapon store" , "All the weapons and equipment" , "Ordnance depot" , "Where weapons are kept" .)