Keen on catching Mahler's last prelude (5)
I believe the answer is:
intro
'prelude' is the definition.
(I've seen this before)
'keen on catching mahler's last' is the wordplay.
'keen on' becomes 'into' (I've seen this before).
'catching' means one lot of letters goes inside another.
'last' suggests the final letters.
The final letter of 'mahler' is 'r'.
'into' enclosing 'r' is 'INTRO'.
(Other definitions for intro that I've seen before include "Nitro (anag.)" , "Preliminary part" , "overture" , "Lead-in" , "starter" .)