Keen on including Mahler's last piece of music (5)
I believe the answer is:
intro
'piece of music' is the definition.
(intro is a kind of piece of music)
'keen on including mahler's last' is the wordplay.
'keen on' becomes 'into' (I've seen this before).
'including' means one lot of letters goes inside another.
'last' says to take 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 "Early music piece" , "Beginning (colloq.)" , "Opening passage (of music) (colloq.)" , "Song's opening" , "portion of song" .)