Kray, 61, also disclosed that he and his brother, Ronnie, who died of a heart attack 11 days ago, had a "premonition" that something bad was going to happen.
The gangland leaders were given life sentences in 1969 for killing Jack "the Hat" McVitie who was knifed to death. Ronnie was also convicted of the murder of George Cornell, whom he shot between the eyes in the Blind Beggar pub in the East End of London after being called a "fat poof".
Reggie Kray, the man whose words and deeds once terrorised the London underworld, said yesterday: "I have got no regrets, my brother didn't have any either. I have learnt over the years, as did Ron, that there are many people worse off than us. A lot of people have no choice but we did."
Speaking at Maidstone prison in Kent, in the first full interview since his brother's death, he added: "I would not change anything. You can't just select parts of your life and alter them. I know Ronnie would not have wanted to change anything as well.
"It does not mean to say that I enjoy the fact that I committed a murder but you can't select the parts of life that you do and don't want."
For much of the Sixties the Krays ruled large parts of the capital through extreme violence and fear.
Kray, whose body still looks tough and hard from his daily regime of cold showers and working out in the gym, still believes - despite 27 years in jail - that the twins were not evil.
"Ron and myself wrought some violence on different people, but we lived in a violent world and violence has been perpetrated on us as well. That was the way of life in the East End of London then.
"I've met people inside who have become part of my family - if I hadn't done what I did I would never have meet them. I feel I have been blessed."
Dressed in shorts, Reebok training shoes, a blue shirt, leather waistcoat and gold jewellery, he said he had been in almost daily contact with his twin brother, who was diagnosed a schizophrenic, until the day he died. They were allowed to speak on the telephone every Thursday and wrote almost every day. "He was okay when I spoke to him last, although we had a premonition that something was going to happen," he said.
But after being allowed out to see his brother's body last Thursday Kray said he knew he was at peace. "Being twins there's a certain amount of telepathy. I know he is at ease."
He said his concerns about the possibility of foul play in his brother's death had been resolved after he was sent the doctor's report that showed Ronnie died of a heart attack.
He has instructed his solicitor to investigate his brother's inquest, in which a coroner took three minutes to return a verdict of death by natural causes. Kray added: "If I'm not satisfied I will take action."
Staff at Maidstone jail said yesterday that Kray was now a model inmate. One officer said: "He's an elderly gentleman now. He's as good as gold - if every prisoner was like him there would be no problems here at all."
Yesterday, the prison authorities allowed a 12-strong group including Charlie Kray, his elder brother, and "Mad" Frankie Fraser, a former fellow inmate, into the jail to plan Ronnie's funeral tomorrow.
An audience with Reggie, page 17