Mischievous child inside Blenheim Palace (3)
I believe the answer is:
imp
'mischievous child' is the definition.
(I've seen this before)
'inside blenheim palace' is the wordplay.
'inside' indicates the answer is hidden within the clue.
'IMP' can be found hidden inside 'blenheim palace'.
(Other definitions for imp that I've seen before include "little chap" , "pickle" , "Mischievous monkey" , "Little mischief-maker" , "A small mischievous devil" .)