The meaning of AY is —usually used with following me to express sorrow or regret.

Machine Gun Kelly & Lil Wayne - "ay!"

ay adverb, exclamation (SHOWING EMOTION) Add to word list informal mainly US used to express different emotions, such as unhappiness, surprise, or anger:

2 days ago · Ay! bonny little buttercup, what are ta dewin’ heear, / Hoddin’ up thi tiny heead, this raw, cowd time o’ t’year? “Ay, I’m glad he’s going to be mairrit,” he said a few minutes later as he sat in …

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used to express sorrow, distress, etc. [used chiefly in the phrase ay me!] Webster’s New World College Dictionary, 5th Digital Edition. Copyright © 2025 HarperCollins Publishers.

ay, int. meanings, etymology, pronunciation and more in the Oxford English Dictionary