Regret is the recognition that one made a mistake and that an alternative action was possible. Regret requires consideration of what might have been, aka "counterfactual reasoning". In a phrase: coulda, shoulda, didn't.
And mice feel it. This from "Mice learn to avoid regret", whose authors:
...found evidence for regret-like behaviors following change-of-mind decisions that corrected prior economically disadvantageous choices. Immediately following change-of-mind events, subsequent decisions appeared to make up for lost effort by altering willingness to wait, decision speed, and pellet consumption speed, consistent with past reports of regret in rodents… These data suggest that mice are learning to avoid future regret... Sweis, Thomas & Redish (2018)
Gnaw on that! Better yet: nibble on that!
References:
Pearl, J. (2018) The Book of Why: The New Science of Cause and Effect. Basic Books, New York.
Sweis BM, Thomas MJ, Redish AD (2018) Mice learn to avoid regret. PLoS Biol 16(6): e2005853. https://doi.org/10.1371/journal. pbio.2005853