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' means one lot of letters go next to another.
'second thoughts' becomes 'ps' (as in P.S. in a letter).
'di'+'ps'='DIPS'
(Other definitions for dips that I've seen before include "Briefly immerses" , "Lowers into liquid" .)