后悔means you blaming yourself for something you have done.If give you a chance,you definitly will start again.
遗憾is different.most of the part is not caused by yourself.It's a sense of loss and longing for someone or something gone,you can do nothing.so you'll not have strong feeling of make up.
another expression is:遗憾 is caused by subjective while后悔 is caused by objective.
such as:life can have regert, but can't have pity.人生可以有后悔,但不能有遗憾。
this 2 phrases often used to express love.
At perfect time, we meet a bad person is 后悔
At wrong time ,we meet a perfect person is 遗憾
in short:后悔:you have done it.
遗憾:you have never done before.
My English is poor. i don't know whether I have exactly explain.If you still have questions,I'm glad to help.