Word often said with a sigh (4)
I believe the answer is:
alas
'word often said with a sigh' is the definition.
(I've seen this in another clue)
This is the entire clue.
(Other definitions for alas that I've seen before include "Proper, respectable" , "What a shame!" , "More's the pity" , "Expression of regret" , "Expression of grief or misfortune" .)