Stannis Baratheon wasn't particularly a very great father, as his relentless pursuit of Westeros's Iron Throne allowed his daughter, Shireen (Kerry Ingram), to be sacrificed and die in one of the episodes of "Game of Thrones" Season 5. However, in the Season 5 finale, "Mother's Mercy," Stannis's army is handily defeated, and the would-be king himself is executed in the final moments by Brienne of Tarth (Gwendoline Christie), who previously vowed to kill him for murdering his younger brother, Renly Baratheon (Gethin Anthony) way back in Season 2.
Cut Scenes In Stannis' Final Moments
According to Yahoo! News, an eagle-eyed Reddit fan and the popular GoT fansite, Watchers on the Wall, noted on a copy of the script of episode, "Mother's Mercy," which is available on the official Emmys website, containing an extra line cut from the episode that allows Stannis a brief moment of regret for the loved ones that he wronged.
How It Should Have Happened
According to the said script, when asked by Brienne if he has any last words, Stannis replies with a question about Brienne believing in the life to come. His executioner gives a short hesitation yet immediately nods, where Stannis continues: "I don't. But if I'm wrong, and you happen to end up being right, tell Renly I'm sorry when you get there. I don't expect to be seeing him wherever I'm going. And my daughter. Tell her... tell her...."
Stannis Regrets Everything
At that point, the script then completes Stannis' unfinished thought. It says that sorry doesn't begin to cover what he truly feels about Shireen.
The thought of his daughter brought tears to his eyes, yet he says in his thoughts that he's not going to die weeping in front of a woman. So instead, Stannis calms back up and instructs Brienne to do her duty.
According to an article on Inverse, while those words won't forgive Stannis's actions, there is some small comfort in knowing that he at least felt regret and remorse over sacrificing his daughter to the stake as he faced his own demise. At the end of the day, fans can all say that Stannis wasn't that bad of a father.