This is true of most of our suffering. Don't believe it? Go ahead and observe the kind of thoughts you project, predict, play and replay in your mind. Observe how much you may be living in your head instead of experiencing the present moment that is right in front of you.
The what if's, could have's, should have's, they all live in your mind, they don't really exist in reality... They may exist in your head because you think it so, but that doesn't make it real—at least, not yet.
Anything that lives in your head is only but an illusion that can be made real by your actions in the present moment. Perhaps it would be wise to get out of living in your head and practice turning your attention to the present moment.
Make a conscious effort today and everyday to choose thoughts that will serve you better, and be "here" (not in your head) to make choices that can take you a little closer to the things you want, rather than just "think" about the things you do not want.