Very few of the characters in the Oscar Wilde's The Picture of Dorian Grey are morally admirable. The best of them, however, are capable of remorse. It is important to consider that Oscar Wilde did convert to Roman Catholicism at the end of his life, and that seen in that light, the novel can be read as a condemnation of the idea of the purely aesthetic life as embodied in Lord Henry.
Alan Campbell: Commits suicide after being forced to dispose of a body by Dorian. This indicates remorse.
Basil Hallward: He is the one good character in the story. In fact, it is his art that reveals the true nature of Dorian, and thus the point of the book may be that good art, in being true to itself, sees moral nature accurately, and thus in some ways, although not moralizing, is still a moral force, because it reveals the true ugliness of evil (even when that evil, as is the case with Dorian, is hidden under an attractive surface.)
The Vane family are emblems of conventional morality.
Lord Henry Wotton: Is an amoral character, but the story shows, in a way, that his vaunted neutrality leads to evil in the world.