People always get a few shows mixed up in their memories. Lots of folks conflate episodes of Twilight Zone, One Step Beyond, Thriller and The Outer Limits, especially the first two because they were (mostly) half-hours and shared a lot of actors.
Whereas Twilight Zone had writer Rod Serling's acerbic gloomy presence looming over its introductions to the dramatic delights to come, One Step Beyond had the far more gentle John Newland -- he directed most of the episodes -- to lead us into what were very often touted as real-life stories of the supernatural. Genre fans will also note that Newland directed the very good "Errand of Mercy" episode of Star Trek: TOS in 1967.
Despite decent syndicated exposure One Step Beyond never quite achieved the high visibility and genuine cult status of Twilight Zone, but those of us who watched both found ourselves loving quite a few of the episodes. They were a little nuttier than Twilight Zone, often had an international flair -- not a TZ trait at all -- and then there was that frisson of authenticity that often made them genuinely spooky.
One of the most memorable episodes perfectly combined a straight-up creepy subject matter -- a clown! -- with a gritty urban sensibility which honestly could have come from the Twilight Zone. You can understand why people think this might be a TZ except if it were it would certainly end up in "best of" marathons on holidays and would be better known.
From 1960, it's called "The Clown" and stars an 18 year-old Yvette Mimieux in one of her first acting roles; her big break in The Time Machine would come later that same year. Veteran actor Mickey Shaughnessy played the clown named Pippo, and actor Christopher Dark (a very frequent guest star on TV until his death in 1971 at the age of 51) played Yvette's hot-tempered husband. There's a short history of clowns at the beginning of the episode, and it's interesting to note that the name Pippo is a traditional clown name used over the years by various performers (even after this episode!). Enjoy!