Does anybody know how to remove cigar smoke from a wool coat (sports jacket)?

Lately, I've been surrounded by people who like to puff cigars. My wool coat now carries with it a penetrating stench of cigar ash. I am embarrassed to wear it because of the odor it emits. I purchased "fabric refresher" from Target®; with the purpose of drizzling it over the coat. However, I hesitated on using the "fabric refresher"; instead I decided to read the label which read "Dry Clean Only." I haven't sprayed in the because I don't want to damage the fabric. Can anybody please shed light on how to remove the odor without having to head to the cleaners?