Love last of chess captures winning back piece (4)
I believe the answer is:
opus
'piece' is the definition.
(I know that piece can be written as opus)
'love last of chess captures winning back' is the wordplay.
'love' becomes 'o' (love means zero in tennis).
'last of' suggests the final letters.
'captures' is an insertion indicator.
'winning' becomes 'up' (eg being up at half time in football).
'back' says the letters should be written in reverse.
The last letter of 'chess' is 's'.
'up' written backwards gives 'pu'.
'o'+'s'='os'
'os' placed around 'pu' is 'OPUS'.
(Other definitions for opus that I've seen before include "Soup (anag.)" , "Work (mus.)" , "Musical composition in the soup" , "(Numbered) musical composition" , "Composition - magnum __" .)