Regretful describes the feeling of being sorry for something you did — or didn't do — or something that happened. If you are regretful about how you treated your brother when you were little, you now wish you had been nicer.
Regret is a feeling of sorrow — wishing you could do something differently or undo an action. So, when you are regretful, you might feel frustrated, disappointed with yourself, embarrassed, or even sad. In fact, regretful comes from the Proto-Germanic word for weep, gretan. It can be hard to do, but the point is to learn from regretful experiences so you don't repeat them.