Continental street of sadness (3)

I believe the answer is:

rue

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'continental street' is the definition.
'rue' can be an answer for 'street' (I have seen 'French street ' mean 'rue' so perhaps 'street' could also mean 'rue'). I'm not certain of the 'continental' bit.

I can't explain the remainder of the clue.

Can you help me to learn more?

(Other definitions for rue that I've seen before include "Bitter-tasting herb" , "Be regretful" , "Feel bad" , "Deplore" , "show regret" .)

I've seen this clue in the Evening Standard.

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