Set day between sun and moon (5)
I believe the answer is:
radio
'set' is the definition.
(set can mean a radio set)
'day between sun and moon' is the wordplay.
'day' becomes 'd' (abbreviation for day).
'between' indicates putting letters inside.
'sun' becomes 'Ra' (ancient Egyptian sun god).
'and' says to put letters next to each other.
'moon' becomes 'Io' (moon of Jupiter).
'ra'+'io'='raio'
'd' going within 'raio' is 'RADIO'.
(Other definitions for radio that I've seen before include "Broadcaster" , "Communications device" , "Electronic medium of communication" , "Sound broadcasting" , "Broadcast medium" .)