At Rio? No - maybe in Canada (7)
I believe the answer is:
ontario
'in canada' is the definition.
('Ontario' is part of 'canada')
'at rio? no maybe' is the wordplay.
'maybe' indicates anagramming the letters.
'at'+'rio'+'no'='atriono'
'atriono' anagrammed gives 'ONTARIO'.
(Other definitions for ontario that I've seen before include "Canadian province and Great Lake" , "vast lake" , "one of the provinces" , "city" , "Canadian Great lakes province" .)