Exercise baboon (5)
I believe the answer is:
drill
This clue is a double definition.
'exercise' is the first definition.
('drill' can be a synonym of 'exercise')
'baboon' is the second definition.
(drill is a kind of baboon)
(Other definitions for drill that I've seen before include "Monkey" , "Hole-making tool" , "Material - exercise" , "Twilled cotton; soldiers' exercise" , "Train (by repeated practice)" .)