We analyze spectrophotometric observations of Mercury acquired from the Mercury Dual Imaging System (MDIS; Domingue et al., Icarus 268, 172, 2016, and references therein) on board NASA’s MErcury Surface, Space Environment, Geochemistry and Ranging mission’s spacecraft (MESSENGER). The spectrophotometric properties provide insight into regolith composition and structure, which in turn provide insight into surface processing. Using a reflection coefficient accounting for surface roughness and porosity (Wilkman et al., Planet. Space Sci. 118, 250, 2015), we derive estimates for the regolith single-scattering phase function in eight colors. First, the regolith phase functions show realistic angular dependence: the phase functions increase monotonically from intermediate scattering angles toward forward scattering as well as backward scattering, with the former lobe surpassing the level of the latter lobe. Second, the phase functions show a systematic wavelength dependence with the forward-scattering lobe becoming stronger with wavelength from the visible to the near-infrared domain. Third, these first results encourage interpretation of the phase functions using state-of-the-art computational models (e.g., Muinonen et al., Opt. Lett. 43, 683, 2018; Väisänen et al., J. Quantitat. Spectrosc. Radiat. Transfer 241, 106719, 2020). The results help us prepare for the interpretation of the Mercury observations by the ESA/JAXA BepiColombo mission.