Stop in dodgy side street (6)
I believe the answer is:
desist
'stop' is the definition.
(thesaurus)
'dodgy side street' is the wordplay.
'dodgy' is an anagram indicator.
'street' becomes 'st'.
'side' anagrammed gives 'desi'.
'desi'+'st'='DESIST'
'in' is the link.
(Other definitions for desist that I've seen before include "Stop, don't continue" , "Leave off (doing a thing)" , "Whoa, cease" , "'Refrain from, stop (6)'" , "'Give over, refrain (6)'" .)