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 1997s "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, "Ill say it even though youre here: My biggest regret is not doing Boogie Nights.' It was a profound movie of my generation. I cant imagine anyone but Mark [Wahlberg] in it. When I finally got to see that movie, I just thought it was a masterpiece."LEONARDO DICAPRIOS GIRLFRIEND, 26, ADMITS ONE EXTREMELY ANNOYING PART OF DATING FAMOUS ACTORAs he acknowledged the irony of sharing his biggest Hollywood regret with the director behind the film, DiCaprio added, "Its ironic that youre the person asking that question, but its true.""Boogie Nights" went on to earn critical acclaim and multiple Academy Award nominations, as it launched Wahlbergs acting career and further solidified Andersons place in the industry.Wahlberg previously reflected on the films legacy, confessing in 2017 that he hoped "God is a movie fan and also forgiving, because I've made some poor choices in my past. Boogie Nights is up there at the top of the list."LIKE WHAT YOURE READING? CLICK HERE FOR MORE ENTERTAINMENT NEWSHe later clarified the comments to People, explaining, "I was sitting in front of a couple of thousand kids talking about and trying to encourage them to come back to their faith, and I was just saying that I just hope He has a sense of humor because I maybe made some decisions that may not be OK with him."CLICK HERE TO SIGN UP FOR THE ENTERTAINMENT NEWSLETTERThe married father of four was additionally asked at the time if he would take on a similar role if offered. Unfortunately for fans of "Boogie Nights," he said that it probably wouldnt make his wife, Rhea Durham, or their kids very happy.Set in the heart of Californias San Fernando Valley in 1977, "Boogie Nights" follows Eddie Adams, Wahlbergs character, a teenage busboy whose life takes a dramatic turn when hes discovered by porn director Jack Horner, played by Burt Reynolds.Under Horners wing, Eddie is reborn as adult film star Dirk Diggler a character whose rise and fall exposes the dark underbelly of the industry and the price of fame.DiCaprio is gearing up for the release of his film "One Battle After Another," set to be released this September.