No police clearance for foreigners?

I have been here in Harbin for 4 years and now that i want to move and work in another country, I need a police clearance from China. The police station here in the area where I live and the District Police station both say that after they consulted the Embassy Police, they don't issue this kind of clearance to foreigners. I don't know who to ask now or where to go next just to have this police clearance.