It happens in Miami when some thieves will exchange a bag with diamonds with a policeman who is just before his retirement. Later they decide to take the bag back and kidnap the policeman. But he thinks that all of that is just a test for police security and he assist the criminals.

Sounds like it might be Police Academy 5: Assignment Miami Beach...
.....When the jewel thieves kidnap Commandant Lassard, he goes willingly, thinking it is indeed the procedural demonstration.....
Police Academy 5: Assignment Miami Beach - Wikipedia, the free encyclopedia

Thank you.