Old devil at the police station (4)
I believe the answer is:
nick
This clue is a double definition.
'old devil' is the first definition.
(I've seen this before)
'the police station' is the second definition.
(slang term)
'at' acts as a link.
(Other definitions for nick that I've seen before include "In the .... of time; just made it" , "jug" , "Small cut or notch" , "Appropriate" , "Catch" .)