The authors study backward stochastic differential equations with reflection (BSDER), composed of a forward diffusion equation with \(d\)-dimensional solution process \(X\) and a one-dimensional backward equation driven by \(X\) and reflected at a lower boundary process \(S=(S_{t}=h(t,X_{t}))\). Let us denote the solution of the backward equation by the triplet \((Y,Z,K)\) where \(K\) is the reflecting process keeping \(Y\) from going below the barrier \(S\). BSDERs have been studied by many authors. In difference to them, the objective of the authors of this paper is to give a Feynman-Kac type representation for \(Z\) and to study regularity of its paths. Although the representation of \(Z\) is similar to that one given by the authors [Ann. Appl. Probab. 12, No. 4, 1390–1418 (2002; Zbl 1017.60067)], here in the case of reflection the integration by parts formula from the Malliavin calculus does not work well. This is why the authors introduce discretization procedures: The first one follows the idea of the Bermuda-option approximation in finance, the second one removes the reflection part and provides the representation formula as well as regularity results, and finally the third one can be considered as numerical approximation of the BSDER.