Sorry to have said I'm out (3)
I believe the answer is:
sad
'sorry' is the definition.
(synonyms)
'said i'm out' is the wordplay.
'i'm' becomes 'i' (I've seen this in other clues).
'out' is a deletion indicator.
'said' with 'i' taken out is 'SAD'.
'to have' acts as a link.
(Other definitions for sad that I've seen before include "Despondent" , "Gloomy" , "Dismal" , "Melancholy, triste" , "upset" .)