Actor might wear this coat on musical (6,5)
I believe the answer is:
grease paint
'actor might wear this' is the definition.
'coat on musical' is the wordplay.
'coat' becomes 'paint' (painting is a kind of coating**).
'on' means one lot of letters go next to another.
'musical' becomes 'grease' (I've seen this before).
'paint' put after 'grease' is 'GREASE PAINT'.
(Other definitions for grease paint that I've seen before include "Actor's make-up" , "Theatrical make-up" .)