This worked for me:

$regex = qr/(?{print "Hey!";})/x;
$string = "some word";

$string =~ /some($regex)/;
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You could readmore on the qr// operator in the perlop documentation. Here's an excerpt for quick reference :)

     qr/STRING/imosx
             This operator quotes (and possibly compiles) its
             STRING as a regular expression.  STRING is
             interpolated the same way as PATTERN in
             "m/PATTERN/".  If "'" is used as the delimiter, no
             interpolation is done.  Returns a Perl value which
             may be used instead of the corresponding
             "/STRING/imosx" expression.

             For example,

                 $rex = qr/my.STRING/is;
                 s/$rex/foo/;

             is equivalent to

                 s/my.STRING/foo/is;

             The result may be used as a subpattern in a match:

                 $re = qr/$pattern/;
                 $string =~ /foo${re}bar/;   # can be interpolated in 
+other patterns
                 $string =~ $re;             # or used standalone
                 $string =~ /$re/;           # or this way

             Since Perl may compile the pattern at the moment of
             execution of qr() operator, using qr() may have
             speed advantages in some situations, notably if the
             result of qr() is used standalone:

                 sub match {
                     my $patterns = shift;
                     my @compiled = map qr/$_/i, @$patterns;
                     grep {
                         my $success = 0;
                         foreach my $pat (@compiled) {
                             $success = 1, last if /$pat/;
                         }
                         $success;
                     } @_;
                 }

             Precompilation of the pattern into an internal
             representation at the moment of qr() avoids a need
             to recompile the pattern every time a match "/$pat/"
             is attempted.  (Perl has many other internal
             optimizations, but none would be triggered in the
             above example if we did not use qr() operator.)
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# Under Construction
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