This line appears twice in Wordsworth's poem "Lines Written in Early Spring." In this poem, Wordsworth is out in nature, enjoying the primrose, the periwinkle, the birds, and the spring breezes. All is beautiful and peaceful, and it seems to him that this lovely scene is sent by heaven.
Wordsworth contrasts the beauties of nature, which he describes as part of God's "holy plan," with the barbaric ways that humans treat other humans in civilization. He "laments" or cries out in sorrow, over what "man has made of man."
The poet-narrator doesn't specify what he laments. He doesn't need to, because he is assured that readers can conjure up their own mental pictures of the cruelties of war, poverty, crime and other problems that exist in manmade societies. That he laments or is sorry over these problems implies that society doesn't have to be this way. We could construct a gentler, more peaceful, more equalitarian society, where people would experience the same holy peace and delight that the poet experiences in nature.