I'm curious about your actual requirement, because I'm not sure a regex is the way you want to go. If you have a hexadecimal value already, working with it as a number is pretty easy: using a regex is working with it as a string.

Consider:

my $hex_val = '0xCAFE';

if ( hex($hex_val) >= 0 && hex($hex_val) <= 0xFFFF ) {
   print "$hex_val is in range\n";
}
else {
   print "$hex_val is out of range\n";
}
[download]

All this requires is use of the hex function.