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Leonardo DiCaprio may have one of the most celebrated careers in Hollywood – but even the Oscar winner admits he has regrets.

During a conversation for Esquire with acclaimed filmmaker Paul Thomas Anderson, DiCaprio opened up about the one missed role that still haunts him: the lead in 1997’s "Boogie Nights" that ultimately went to Mark Wahlberg.

In the interview, Anderson, who directed the film, asked DiCaprio about any regrets he has about his career, and he answered, "I’ll say it even though you’re here: My biggest regret is not doing ‘Boogie Nights.' It was a profound movie of my generation. I can’t imagine anyone but Mark [Wahlberg] in it. When I finally got to see that movie, I just thought it was a masterpiece."

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