Police finally leave small wood (5)
I believe the answer is:
copse
'small wood' is the definition.
(I've seen this before)
'police finally leave' is the wordplay.
'police' becomes 'cops' (I've seen this before).
'finally' indicates one should take the final letters.
The last letter of 'leave' is 'e'.
'cops'+'e'='COPSE'
(Other definitions for copse that I've seen before include "Dense growth of bushes or trees" , "Scope for a small wood" , "Clump of small trees for regular cropping" , "A little wood" , "Piece of managed woodland" .)