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Regret is an example of a negative emotion that spurs people to  problem-solving and personal betterment,” says Dr. Neal Roese, a leading  researcher on regret and the author of 
If Only.
One positive purpose of regret is to help us learn from our mistakes,  gain insight, and cultivate hope for the future.  It signals us to stop  and evaluate.  By inflicting discomfort and or distress, it grabs our  attention and begs us to question, “What could I have done  differently?”  Fact is, no one likes to think about their blunders.   Perhaps this is the reason why some people insist they never have any  regrets.  Nevertheless, that “coulda-shoulda-woulda” thinking is normal.  It’s apparently wired into our neural structure.