I have written a song, and the title is to be either:

oh, no!
oh no!

I have always written it with the comma, is that correct?

Or are they both fine?
Commas really don't matter in song titles.
Ah. So you think I should omit it then...
Students: We have free audio pronunciation exercises.
In my experience, song titles usually start with a capital letter.

Yeah, it does.

Trying to type on my phone is a nightmare.

What is your take on the original question though?
Both ways are OK.

When you sing the phrase do you want to pause very slightly between the two words?

Teachers: We supply a list of EFL job vacancies
ryansamturnerAh. So you think I should omit it then...
I didn't say that. You can use it or omit it. It's up to you.
There probably isn't a pause, so I will probably go with the version without the comma: oh no!