@imhififan you are right, the GND of the power supply pin on the mini amplifier is connected to the GND of the LINE IN - there is continuity when using multmeter.
@imhififan I only have ceramic capacitors and eletrolytic ones at hand now, but I will try to buy the bipolar one that you said. Just to make it clear: I should take the signal wire that leaves my piano (Line out) connect it on one leg of the capacitor and the other leg I must connect to the singal line input of the mini amplifier. Is that right?
@erik_squires and @yoyoyaya I am pretty sure the problem is not current, because the problem happens even when I have no speakers attached to the mini amplifier. Also, the power supply is 5A which is plenty for the piano (which uses no more than 1A) and for the mini amplifier (which should use way less than 1A without speakers).
@jasonbourne52 I would like to be able to use only one power supply, and at least understand what is the problem!