Proud to capture bad criminal (7)
I believe the answer is:
villain
'criminal' is the definition.
(thesaurus)
'proud to capture bad' is the wordplay.
'proud' becomes 'vain' ('vain' can be similar in meaning to 'proud').
'to capture' indicates putting letters inside.
'bad' becomes 'ill' ('ill' can be similar in meaning to 'bad').
'vain' enclosing 'ill' is 'VILLAIN'.
(Other definitions for villain that I've seen before include "Wrongdoer" , "Scoundrel" , "One played badly" , "Wicked criminal" , "Evil character" .)