Play - but cheat (6)
I believe the answer is:
fiddle
This clue is a double definition.
'play' is the first definition.
(I know that fiddle is a more specific form of the action play)
'cheat' is the second definition.
(I've seen this before)
'but' is the link.
(Other definitions for fiddle that I've seen before include "Violin; falsify (figures)" , "Fraudulent instrument?" , "do crookedly with books" , "Awkward task" , "Stringed instrument - cheat" .)