I would say that you are feeling regretful that you didn't do something you should have done.
re·gret·ful (adj): feeling or showing regret (Oxford)
You also might be feeling disappointed in yourself and your actions.
dis·ap·point·ed (adj): sad or displeased because someone or something has failed to fulfill one's hopes or expectations (Oxford)
Guilt-ridden or guilty would also work, since you are feeling that you should have done something, but didn't.
guilt-rid·den (adj): filled with feelings of guilt (Oxford)
guilt·y (adj): culpable of or responsible for a specified wrongdoing (Oxford)
You may be ashamed that you did not do something that was expected of you.
a·shamed (adj): embarrassed or guilty because of one's actions, characteristics, or associations (Oxford)
A simple feeling sorry might also work in this context.
sor·ry (adj): feeling regret or penitence (Oxford)
Anguish might also work if you are really upset about your action, but that option would lean toward a more extreme feeling.
an·guish(v): be extremely distressed about something (Oxford)