Six-love, with nothing returned -- one's played painfully at times (6)
I believe the answer is:
violin
'one's played painfully at times' is the definition.
(one may be played in a way painful to the listener)
'six-love with nothing returned' is the wordplay.
'six' becomes 'VI' (Roman numerals).
'love' becomes 'o' (love means zero in tennis).
'with' is a charade indicator (letters next to each other).
'nothing' becomes 'nil' (eg nil is zero in football).
'returned' shows that the letters should be reversed in order.
'nil' back-to-front is 'lin'.
'vi'+'o'+'lin'='VIOLIN'
(Other definitions for violin that I've seen before include "An elevated fiddle" , "Menuhin's instrument" , "Nigel Kennedy instrument" , "Instrument with four strings" , "Bowed instrument" .)