We had unprotected sex on the last day of the menstration period(4th day from start of periods). Is there any risk of getting pregnant?
I have regular periods with 26 to 28 days of menstruation cycle.

Most sperm will die off in about 2-3 days, but a few hardy souls can linger longer, and if you happen to ovulate early, yes pregnancy will be a possibility. There is no 100% safe time in a cycle to avoid pregnancy, just ones that are less or more likely to result in a pregnancy.