Regret in audience for what is saucy (4)
I believe the answer is:
roux
'what is saucy' is the definition.
(ingredient in many sauces)
'regret in audience' is the wordplay.
'regret' becomes 'rue' ('rue' can be a synonym of 'regret').
'in audience' indicates a 'sounds like' (homophone) clue.
'rue' sounds like 'ROUX'.
'for' acts as a link.
(Other definitions for roux that I've seen before include "Fat, flour sauce base" , "Butter/flour mix" , "Mixture of butter and flour used for sauces" , "Sauce mixture" , "Thickener for sauces" .)