Item of clothing from week at Ascot, I fancy (9)
I believe the answer is:
waistcoat
'item of clothing' is the definition.
(waistcoat is a type of item of clothing)
'week at ascot i fancy' is the wordplay.
'week' becomes 'w' (abbreviation).
'fancy' is an anagram indicator.
'at'+'ascot'+'i'='atascoti'
'atascoti' is an anagram of 'aistcoat'.
'w'+'aistcoat'='WAISTCOAT'
'from' is the link.
(Other definitions for waistcoat that I've seen before include "Something worn" , "Part of a three-piece suit" , "American's vest" , "Clothing" , "Garment partly visible under a jacket" .)