Regret is

after you have eaten a bag of crisps, feel a little bad about your lack of self-control, decide to hit the gym, and after 45 minutes on the stepper machine, realise you have only burnt 427 calories. You go back home and check the nutritional information of the crisps, and find that you have just invited 568 calories into you body.

Then you think "shit, I shouldn't have eaten any bloody crisps in the first place. What was I thinking?"

That, my friends, is regret.