Weapon used by first of criminals in road (5)
I believe the answer is:
lance
'weapon' is the definition.
(I know that lance is a type of weapon)
'first of criminals in road' is the wordplay.
'first of criminals' becomes 'c' (lst letter of 'criminals').
'in' indicates putting letters inside.
'road' becomes 'lane' (a lane is a small road).
'c' inserted inside 'lane' is 'LANCE'.
'used by' is the link.
(Other definitions for lance that I've seen before include "steel" , "Chap" , "Jousting weapon" , "Pierce (a boil)" , "Boy - prick (a boil)" .)