Doctor entertained by lass in capital city (6)
I believe the answer is:
madrid
'capital city' is the definition.
(Madrid is the capital of Spain)
'doctor entertained by lass' is the wordplay.
'doctor' becomes 'dr' (abbreviation).
'entertained by' means one lot of letters goes inside another (inserted letters are hosted or entertained).
'lass' becomes 'maid' (I've seen this in another clue).
'dr' going within 'maid' is 'MADRID'.
'in' acts as a link.
(Other definitions for madrid that I've seen before include "European capital city" , "City with the Prado national art gallery" , "Spain's capital" , "Spanish city" , "Spanish capital" .)