shame

Uncomfortable or painful feeling due to recognition or consciousness of one's own impropriety or dishonor or something being exposed that should have been kept private.

"The teenager couldn’t bear the shame of introducing his parents."

Something to regret.

"It was a shame not to see the show after driving all that way."

Reproach incurred or suffered; dishonour; ignominy; derision.

A cry of admonition for the subject of a speech, either to denounce the speaker or to agree with the speaker's denunciation of some person or matter; often used reduplicated, especially in political debates.

Expressing sympathy.

"Shame, you poor thing, you must be cold!"