Instrument in small room close to piano (5)
I believe the answer is:
cello
'instrument' is the definition.
(cello is a kind of instrument)
'small room close to piano' is the wordplay.
'small room' becomes 'cell' (I've seen this before).
'close to' indicates one should take the final letters (the close/ending of).
The final letter of 'piano' is 'o'.
'cell'+'o'='CELLO'
'in' acts as a link.
(Other definitions for cello that I've seen before include "has strings attached" , "Jacqueline du Pre's instrument" , "music produced by this?" , "String quartet instrument" , "Tortelier's instrument" .)