The game of Cops and Robber is traditionally played on a finite graph. But one can define the game that is played on an arbitrary geodesic space (a compact, path-connected space endowed with intrinsic metric). It is shown that the game played on metric graphs is essentially the same as the discrete game played on abstract graphs and that for every compact geodesic surface there is an integer $c$ such that $c$ cops can win the game against one robber, and $c$ only depends on the genus $g$ of the surface. It is shown that $c=3$ for orientable surfaces of genus $0$ or $1$ and nonorientable surfaces of crosscap number $1$ or $2$ (with any number of boundary components) and that $c=O(g)$ and that $c=\Omega(\sqrt{g})$ when the genus $g$ is larger. The main motivation for discussing this game is to view the cop number (the minimum number of cops needed to catch the robber) as a new geometric invariant describing how complex is the geodesic space.