Go after game in Indian capital (5)
I believe the answer is:
rupee
'indian capital' is the definition.
(I've seen this in another clue)
'go after game' is the wordplay.
'go' becomes 'pee' (both can mean to urinate).
'after' means one lot of letters go next to another.
'game' becomes 'RU' (rugby union).
'pee' put after 'ru' is 'RUPEE'.
'in' is the link.
(Other definitions for rupee that I've seen before include "Indian currency unit" , "cash" , "Indian money unit" , "Indian rhino" , "11 [LOLLY] in Kerala" .)