Set constraints are a useful formalism for verifying properties of programs. Usually, they are interpreted over the universe of finite terms. However, some logic languages allow infinite regular terms, so it seems natural to consider set constraints over this domain. In the paper we show that the satisfiability problem of set constraints over regular terms is undecidable. We also show that, if each function symbol has the arity at most 1, then this problem is EXPSPACE-complete.