Squash court in a capital leisure facility (9)
I believe the answer is:
aquadrome
'leisure facility' is the definition.
I know nothing about this answer so I cannot tell whether this works.
'squash court in a capital' is the wordplay.
'squash court' becomes 'quad' (I am not sure about this - if you are sure you should believe this answer much more).
'in' is an insertion indicator.
'capital' becomes 'rome' (Rome is an example).
'a'+'rome'='arome'
'quad' inserted into 'arome' is 'AQUADROME'.
Can you help me to learn more?
(Other definitions for aquadrome that I've seen before include "water sports venue" , "Water-skiing centre" .)