Wiktionary
for mercy's sake
adv. (context idiomatic colloquial euphemistic English) (non-gloss definition: An especially mild oath)
Usage examples of "for mercy's sake".
Women were screaming and pleading for shelter in the fortress, holding up their babies for mercy's sake.
Suddenly one of the smugglers, the last one down the steps shouted, 'For mercy's sake, no.