We study regularity of bound states pertaining to embedded eigenvalues of a self-adjoint operator $H$, with respect to an auxiliary operator $A$ that is conjugate to $H$ in the sense of Mourre. We work within the framework of singular Mourre theory which enables us to deal with confined massless Pauli-Fierz models, our primary example, and many-body AC-Stark Hamiltonians. In the simpler context of regular Mourre theory our results boils down to an improvement of results obtained recently in [CGH].