dear me - Phrases/Idioms
The American Heritage® Dictionary of Idioms by Christine Ammer. Copyright © 2003, 1997 by The Christine Ammer 1992 Trust. Published by Houghton Mifflin Harcourt Publishing Company. All rights reserved.
Also, oh dear. A polite exclamation expressing surprise, distress, sympathy, etc. For example, Dear me, I forgot to mail it, or Oh dear, what a bad time you've been having. These usages may originally have invoked God, as in dear God or oh God, which also continue to be so used. [Late 1600s]