A recent study at the Yale School of Medicine, indicates rhesus monkeys experience feelings of disappointment.
The monkeys were taught to play a modified version of rock, paper, scissors and show regret when they lost a round and did not receive the rewards offer when they won a round the game.
From a report on Time.com –
“” When the monkeys lost, they showed activity in two regions of the brain associated with the rational and emotional components of regret: … “”
This offers more evidence that animals do indeed experience emotion.