it's a shame thatIntroduces a clause describing something regrettable or unfortunate. Depending on context, it can also mean “it's a pity that” or “unfortunately.”
TH: เสียดายที่วันนี้ฝนตก เราเลยไปทะเลไม่ได้
EN: It's a shame that it rained today, so we couldn't go to the beach.