Getting "error: invalid regular expression"

So I have this code where I'd like to replace all single backslashes with 2 backslashes, for example: \ ---> \\ I tried to do this by the following code:

string = string.replace(new RegExp("\\", "g"), "\\\\");

But apparently this doesn't work because I get the following error:

Uncaught SyntaxError: Invalid regular expression: //: \ at end of pattern

Any idea why?