Setter’s going round European capital repressed in recollection (6)
I believe the answer is:
memory
'recollection' is the definition.
(thesaurus)
'setter's going round european capital repressed' is the wordplay.
'setter's' becomes 'my' (I've seen this in other clues**).
'going round' means one lot of letters goes inside another.
'european capital' becomes 'rome' (capital of Italy).
'repressed' is a reversal indicator (repress could historically mean to push backwards).
'rome' backwards is 'emor'.
'my' placed around 'emor' is 'MEMORY'.
'in' acts as a link.
(Other definitions for memory that I've seen before include "(Computer) data store" , "Something recalled; part of computer" , "Something remembered" , "Power of recall" , "Power of retaining and recalling past experience" .)