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How do I say the quote " It's better to regret something that you did do, rather than regret something that you didn't do" ?

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하고 후회하는 게 안 하고 후회하는 것보다 낫다.

or in the other order...

안 하고 후회하는 것보다 하고 후회하는 게 낫다.

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I prefer, personally, "It's better to regret something you've done than something you haven't" although I couldn't say that the tense you used is incorrect.

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I always hear people say: you always/only regret the things that you don't do. =)