Miss having drive in European city (6)
I believe the answer is:
madrid
'european city' is the definition.
(capital of Spain)
'miss having drive' is the wordplay.
'miss' becomes 'maid' (maid is a kind of miss).
'having' is an insertion indicator.
'drive' becomes 'dr' (abbreviation used in road names).
'maid' placed around 'dr' is 'MADRID'.
'in' acts as a link.
(Other definitions for madrid that I've seen before include "Spain's capital" , "City with the Prado national art gallery" , "Capital of Spain since 1561" , "Spanish capital" , "European capital city" .)