Pickpockets? Detective inspector has second thoughts (4)
I believe the answer is:
dips
'pickpockets?' is the definition.
('dip' can be a synonym of 'pickpocket')
'detective inspector has second thoughts' is the wordplay.
'detective inspector' becomes 'DI'.
'has' says to put letters next to each other.
'second thoughts' becomes 'ps' (as in a PS in a letter).
'di'+'ps'='DIPS'
(Other definitions for dips that I've seen before include "Briefly immerses" , "Lowers into liquid" .)