Rather thick, putting an R in 'investigate' (6)
I believe the answer is:
sturdy
'rather thick' is the definition.
'an r in investigate' is the wordplay.
'in' means one lot of letters goes inside another.
'investigate' becomes 'study' (I've seen this before).
'r' going within 'study' is 'STURDY'.
'putting' is the link.
(Other definitions for sturdy that I've seen before include "Stout, brawny" , "Powerful" , "Rugged" , "Uncompromising" , "Strong and solidly built" .)