The game of Cops and Robber is traditionally played on a finite graph. The purpose of this note is to introduce and analyze the game that is played on an arbitrary geodesic space. The game is defined in such a way that it preserves the beauty and power of discrete games played on graphs and also keeps the specialties of the pursuit-evasion games played on polyhedral complexes. It is shown that the game can be approximated by finite games of discrete type and as a consequence a min-max theorem is obtained.