Electron cloud can lead to a fast instability in intense proton and positron beams in circular accelerators. We demonstrate that electron cloud can be trapped in a combined function magnet. We present the results of analytical estimates, and compare them to numerical simulations of electron cloud formation. In a combined function magnet the electron cloud is located at the beam center and the ratio of trapped particles can be as high as 1%. Since the process of electron cloud build-up is exponential, once trapped this amount of electrons significantly decreases the time of build-up on the next revolution. The trapping creates a mechanism for the beam to act on itself on the next turn and can lead to a head-tail instability.