Instrument Chairman Mao finally ordered (9)
I believe the answer is:
harmonica
'instrument' is the definition.
(harmonica is a kind of instrument)
'chairman mao finally ordered' is the wordplay.
'finally' indicates one should take the final letters.
'ordered' is an anagram indicator.
The last letter of 'mao' is 'o'.
'chairman'+'o'='chairmano'
'chairmano' anagrammed gives 'HARMONICA'.
(Other definitions for harmonica that I've seen before include "Harp" , "It's blown" , "It's played by blowing into holes" , "Small wind instrument" , "musical instrument" .)