Artist's club in African capital (5)
I believe the answer is:
rabat
'african capital' is the definition.
(Moroccan capital)
'artist's club' is the wordplay.
'artist' becomes 'RA' (Royal Academician, member of Royal Academy of Arts).
'club' becomes 'bat' (as in sporting equipment).
'ra'+'bat'='RABAT'
'in' is the link.
(Other definitions for rabat that I've seen before include "Capital of Morocco" , "Moroccan city" , "Moroccan capital" , "capital city" , "N African capital" .)