If you're putting this in a string within a program, you may actually need to use four backslashes (because the string parser will remove two of them when "de-escaping" it for the string, and then the regex needs two for an escaped regex backslash).
For instance:
regex("\\\\")
is interpreted as...
regex("\\" [escaped backslash] followed by "\\" [escaped backslash])
is interpreted as...
regex(\\)
is interpreted as a regex that matches a single backslash.
Depending on the language, you might be able to use a different form of quoting that doesn't parse escape sequences to avoid having to use as many - for instance, in Python:
re.compile(r'\\')
The r
in front of the quotes makes it a raw string which doesn't parse backslash escapes.