Regret and anticipated regret enhance decision quality by helping people avoid making and repeating mistakes. Some of people's most intense regrets concern sexual decisions. We hypothesized evolved sex differences in women's and men's experiences of sexual regret. Because of women's higher obligatory costs of reproduction throughout evolutionary history, we hypothesized that sexual actions, particularly those involving casual sex, would be regretted more intensely by women than by men. In contrast, because missed sexual opportunities historically carried higher reproductive fitness costs for men than for women, we hypothesized that poorly chosen sexual inactions would be regretted more by men than by women. Across three studies (Ns = 200, 395, and 24,230), we tested these hypotheses using free responses, written scenarios, detailed checklists, and Internet sampling to achieve participant diversity, including diversity in sexual orientation. Across all data sources, results supported predicted psychological sex differences and these differences were localized in casual sex contexts. These findings are consistent with the notion that the psychology of sexual regret was shaped by recurrent sex differences in selection pressures operating over deep time.