The plotregression
function returns the handle to a figure. This figure has 3 children: legend, axis, and a uicontrol. For a simple call the uicontrol is not visible. The axis has also has 3 children: data, fit, y = T. To get what you want we need to delete the third child of the second child and change the marker of the of the first child of the second child. We then need to regenerate the legend since it does not dynamically update.
x = 1:10;
y = randn(1, 10);
hand = plotregression(x, y, 'Regression');
h = get(hand, 'Children');
hh = get(h(2), 'Children');
delete(hh(3))
set(hh(1), 'Marker', '*')
legend('Data', 'Fit', 'Location', 'NorthWest');