Nick catches dance (3,4)
I believe the answer is:
cop shop
'nick' is the definition.
(both are slang for police station)
'catches dance' is the wordplay.
'catches' becomes 'cops' (cop can mean to apprehend).
'dance' becomes 'hop' (hop is a kind of dance).
'cops'+'hop'='COP-SHOP'
(Other definitions for cop shop that I've seen before include "office investigating crime" , "'Police station (3,4)'" , "Nick" , "Police station (slang)" .)