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If you are gambling with money that is meant for entertainment, whether it is going out with friends to a bar, a movie or any other, even if you lose every last cent, it will not make you regret spending. But if you're gambling with money that you need for something important, like paying for utilities, a gift for a child, etc., then of course you'll regret your action when you lose it.
Before gambling, make sure that losing this money will not do you any harm. Then everything will be great.
That is exactly the way gambling should be seen, when I spend my money and watch a movie and I enjoyed it, do I regret it? Of course not, instead I am happy I took the decision to watch that movie, even if I had to spend some money to do so, and when you gamble with the same intentions then there is nothing to fear as you will spend some money in exchange for the entertainment you were looking for, it is only when people deviate from those intentions that they can get in trouble and regret their decision.