Italian city Anne exits, regularly going back (5)
I believe the answer is:
siena
'italian city' is the definition.
(Siena is a city in Italy)
'anne exits regularly going back' is the wordplay.
'regularly' indicates alternate letters (regularly take one letter, leave next etc.).
'going back' shows that the letters should be reversed in order.
'anne'+'exits'='anneexits'
The alternating letters of 'anneexits' are 'aneis'.
'aneis' written backwards gives 'SIENA'.
(Other definitions for siena that I've seen before include "city in Italy" , "Italian location" , "City of St Catherine in Tuscany" , "Tuscan city" , "Walled city of Tuscany" .)