Would it be better to study criminal justice in the U.S or study it abroad like out of country? Will it have any difference when departments see where I studied?

I am not totally sure so don't take my word for it, but to me it
would seem that if you want to be a cop in US, then it's better
to get a degree in the US. But you might want to ask someone
else. I am really not sure. Maybe it doesn't matter after all.

Get your education in the United States.