Cryptic crossword clue
Horse carrying sleeping policeman? I’m not impressed 5

The most common and most likely answer to this crossword clue is the 5 letter word HUMPH

I've seen this crossword clue in Financial Times
H
U
M
P
H

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The straight part
We know that "I’m not impressed" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case i’m not impressed = humph.
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.

What does HUMPH mean?

HUMPH verb
  1. To utter "humph!" in doubt or disapproval.
HUMPH interjection
  1. Used to express doubt or disapproval

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