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QUICK ANSWER
"Ay" is a form of "ay", an interjection which is often translated as "ow". "Qué pena" is a form of "qué pena", a phrase which is often translated as "what a shame". Learn more about the difference between "ay" and "qué pena" below.
ay(
ay
)An interjection is a short utterance that expresses emotion, hesitation, or protest (e.g., Wow!).
b. jeez (colloquial)
A word or phrase that is commonly used in conversational speech (e.g., skinny, grandma).
¡Ay! Me asustaste.Jeez! You scared me.
A masculine noun is used with masculine articles and adjectives (e.g., el hombre guapo, el sol amarillo).
qué pena(
keh
peh
-
nah
)A phrase is a group of words commonly used together (e.g., once upon a time).
a. what a shame
No voy a poder ir con ustedes mañana. - ¡Ay, qué pena!I'm not going to be able to go with you guys tomorrow. - Oh, what a shame!
2. (used to express apology) (Colombia) (Mexico)
Regionalism used in Colombia
Regionalism used in Mexico
a. I'm sorry
Oye, me pegaste con el codo. - Qué pena, señora. ¡Fue sin querer!Hey, you just elbowed me. - I'm sorry, madam. It was an accident!