Carefully scratch the wax stain in order to get rid of the excess wax. Do not use a pointed or sharp object to scratch the stain because you may end up tearing the piece of clothing if you do so. Also, do not vigorously scrub the stain because wax will make way further into the fabric of the clothing if you scrub it vigorously.
Heat the clothing iron to a low temperature. While the iron is heating up, lay the piece of clothing on a flat surface. An ironing board will be the best surface to accomplish this task. Keep in mind that if there are more than one wax stains on the piece of clothing, you can not clean them all in one go. You will need to get rid of each wax stain one by one.
You need something which will absorb wax when it melts after you heat the stained area with the clothing iron. Paper towels work best for this purpose. Place a paper towel on top and beneath the wax stain. Make sure that you use a clean paper towels.
When the clothing iron is warm, slowly rub it back and forth on the paper towel for a number of times. Apply a little extra pressure when the iron is passing over the area with the wax stain on it. Heat from iron will melt the wax and the paper towels placed above and below the stain will absorb the melted wax.
After every 10 to 15 seconds, stop and check if the paper towels need to be replaced. If you see that the paper towels have accumulated too much wax, replace them with new ones. Continue doing this until you see no more wax being absorbed in the paper towels.
Finally, launder the piece of clothing.