Small cut in police station (4)
I believe the answer is:
nick
I believe this clue is a double definition.
'small cut' is the first definition.
(I've seen this before)
'police station' is the second definition.
(slang term)
'in' acts as a link.
(Other definitions for nick that I've seen before include "Catch" , "Cut slightly" , "Lift" , "Prison - cut" , "Small cut; steal" .)