Used to express regret or disappointment about an unfortunate event or piece of information.(phrase)
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Use "what a pity" in a sentence
"This afternoon, instead of dreaming of Deepden, I was wondering how a man who wished to do right could act so unjustly and unwisely as Charles the First sometimes did; and I thought what a pity it was that, with his integrity and conscientiousness, he could see no farther than the prerogatives of the crown."
"Page 77 and saw Miss Clemy Legg in deep black what a pity the poor thing was not married to Mr Palmer."