EXCLUSIVE: Aaron Rai has had no second thoughts about taking the conservative approach on the 72nd hole at the BMW Championship when the aggressive option could have taken him to victory

Aaron Rai insists he has no regrets about his conservative strategy, which failed to pay off and potentially cost him a shot at victory at the BMW PGA Championship.

Rai was in the first cut with 234 yards to the hole on the par-five 18th hole at Wentworth last month when he opted to lay up rather than go for the green in two, when the analytics would point strongly to being more aggressive. He was atop the leaderboard at 15 under par and had the chance to post an imposing clubhouse lead.

But the reigning PGA champion had to settle for a two-putt par after taking the safe option. Then the field started to close in, and Rory McIlroy, Adam Scott and Manuel Elvira matched Rai's score, but it was J.J. Spaun who surged to a two-shot victory with a late birdie blitz.

Rai is renowned for his smart positioning play and managing risk, but fans and pundits alike were quick to question the logic of laying up when at least a birdie, if not an eagle, was required to give him a genuine shot at winning the tournament.

Rai says he took the right option for him, though, and he only ever regrets taking on shots he is not comfortable with.

"My caddie and I had a good two, three minutes to decide," Rai told Mirror Sports U.S. "The group in front was still on the green, so that bought us a little bit of time to discuss the options.

"And based on the lie, based on being in the first cut, and there's a tree that's right on the corner, it was a really funny distance between hybrid and 5-wood. So it just felt like you could take it on, but it didn't feel like it kind of fit the right window with the wind, the lie, the distance, and where the pin was.

"So it felt like you still had a good chance of making four by laying up, but you take out making six or seven. So, regardless of what happened afterward, and whatever was discussed on social media, it felt like the right choice at the time. And I have no regrets with that.

"I think it's the choices that don't feel right that you force yourself into that you can regret afterward. So whatever the aftermath is, that's part of it. I know why we made that decision and feel comfortable with what happened."

Rai's PGA Championship victory at Aronimink in May rocketed him to a new level of fame, something that feels alien to his modest and magnanimous nature. His T2 finish at Wentworth was his first top-10 since lifting the Wanamaker Trophy.

He is in action this week at the DP World India Championship, and he is happy with how he has coped with the unfamiliar challenges of being a major winner.

"Since Aronimink, I'm really proud of how I played in the following six weeks or so, because it's a huge change, and ultimately, it was a bit of a surprise as well," he said. "And there's a lot of other things that come with it, so I felt like I performed very consistently in that following month.

"I was a little bit hit and miss over the summer, but then started to play well again kind of in the middle of August, and it was really nice to have a great week at Wentworth as well. That's a really special tournament on the DP World Tour, special to me personally.

"So overall, proud of how I've dealt with the things that have come since Aronimink, and there's been a lot of good golf in there as well."