The most common and most likely answer to this crossword clue is the 5 letter word PARIS
I've seen this crossword clue in The Times
P
A
R
I
S
More clues leading to the result PARIS
- Average is capital!
- Dad taking teacher around European capital
- City district with no hotel
- City where lives must go on as normal
- Husband leaving local church area for capital city
- City’s matches: one’s been put back
- Father joins retired teacher in European capital
- Legendary prince’s abilities, missing the crossbar
- Almost all flock to see European city
- &15 Hilton contract? Trump got out of it
Buddy explains!

The straight part
We know that "European capital" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case european capital = paris.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.