Definition of mercy noun from the Oxford Advanced Learner's Dictionary

mercy

noun
ˈmɜːsi
 
; ˈmɜːrsi
 
plural mercies
 
1 [uncountable] a kind or forgiving attitude towards somebody that you have the power to harm or right to punish
Synonym
humanity
to ask/beg/plead for mercyThey showed no mercy to their hostages.God have mercy on us.The troops are on a mercy mission(= a journey to help people) in the war zone.
2 [countable, usually singular] (informal) an event or a situation to be grateful for, usually because it stops something unpleasantIt's a mercy she wasn't seriously hurt.His death was a mercy (= because he was in great pain). see also merciful, merciless
Idioms

at the mercy of somebody/something

not able to stop somebody/something harming you because they have power or control over you
I'm not going to put myself at the mercy of the bank.We were at the mercy of the weather.

leave somebody/something to the mercy/mercies of somebody/something

to leave somebody/something in a situation that may cause them to suffer or to be treated badly
privatized companies left to the mercy of market forces (humorous) I'll leave you to the tender mercies of these ladies!

throw yourself on somebody's mercy

(formal) to put yourself in a situation where you must rely on somebody to be kind to you and not harm or punish you
more at grateful/thankful for small mercies at small adjective