Regret holding gym lessons for money (5)
I believe the answer is:
rupee
'for money' is the definition.
(currency of India)
'regret holding gym lessons' is the wordplay.
'regret' becomes 'rue' (to rue something is to regret it).
'holding' means one lot of letters goes inside another.
'gym lessons' becomes 'pe'.
'rue' placed around 'pe' is 'RUPEE'.
(Other definitions for rupee that I've seen before include "Indian bread" , "foreign currency" , "Indian rhino" , "Currency of the subcontinent" , "Lots of pies" .)