Regret that it's a French road (3)
I believe the answer is:
rue
I believe this clue is a double definition.
'regret' is the first definition.
(to rue something is to regret it)
'it's a french road' is the second definition.
('road' or 'street' in French)
'that' acts as a link.
(Other definitions for rue that I've seen before include "At one time, pity" , "Bitterly regret - plant" , "Swann's way?" , "Regret or repent" , "Repentant sort of shrub?" .)