How did Peter feel when Jesus died?

To be specific Peter did not betray Jesus but 'denied' him three times. A fine point but a valid one nonetheless. At Matthew 26:34 Jesus states that Peter will 'deny' him three times. The Greek Word used here is 'aparneomai' which carries the idea to "deny utterly, to abjure, affirm that one has no connection with a person." (Vines)

When speaking of Judas betrayal in the same chapter, this time verse 21, the Greek Word 'paradidomi' is used which literally means 'to give over.' So in this particular sense it carries the idea "to deliver over treacherously by way of betrayal." (Vines)

Having those points of clarification in mind we can also find the answer of what was Peter's reaction to his denial of Jesus in this same chapter of Matthew, the very last verse 75: "And Peter called to mind the saying Jesus spoke, namely: "Before a cock crows you will disown me three times." And he went outside and wept bitterly."