Regret

Regret may refer to the following:


 * High Prophet of Regret- The Covenant leader.
 * Regret (Level)- The level in Halo 2.

Speculation
The message intercepted by Cortana during the first Earth Invasion was a repeating message saying; "regret, regret, regret", possibly referring to that the Prophet of Regret jumped to Earth, not knowing it was inhabited by Humans and didn't have sufficent forces to deafet them.