The most common and most likely answer to this crossword clue is the 8 plus 2 letter word GOODNESS ME
I've seen this crossword clue in The Sunday Telegraph
G
O
O
D
N
E
S
S
M
E
More clues leading to the result GOODNESS ME
- Fit daughter in one with two sons, us and boy
- After pass, don seems remarkably gracious
- End up with horrible mess under something sticky — oh dear!
- My holiness attracts males no end
- Goon messed about? Gosh!
- Dog's nose inflamed? Yours truly gets an alarm indicator!
- Virtue has come after loss of business, I say!
Buddy explains!

The straight part
We know that "I say" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case i say = goodness me.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.