Here's a great little expression of relief. Literally, it means "less bad." It's about the relief you feel when worse didn't come to worst! In English we usually say "good thing" or "it's a good thing." We might even say "luckily" or "thank goodness." In the example below, meno male is used with che in a sentence.
Meno male che non era un lingotto.
Good thing it wasn't a gold ingot.
Caption 26, La Ladra Ep. 3 - L'oro dello squalo - Part 8
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It can also be used by itself, and is an easy comment to make in many situations. In the following example, Caterina is worried about Lara, but then Lara finally shows up. Meno male. Thank goodness!
Ah! Meno male, meno male, ecco Lara!
Ah! Thank goodness, thank goodness, here's Lara.
Caption 21, Il Commissario Manara - S1EP4 - Le Lettere Di Leopardi - Part 9
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Note that sometimes it's used as one word menomale, and sometimes two: meno male. They're both correct, although some dictionaries will say the two-word version is more proper.
Practice:
When you feel relief that something went better than expected or when you would say "whew!" having avoided a disaster, try saying menomale all by itself. For pronunciation help, listen to some examples by doing a search in the videos tab.