run away with (one's) tail between (one's) legs

To leave or flee with embarrassment or shame, especially after losing or having to admit that one was wrong. Likened to a dog literally putting its tail between its legs after being disciplined or overpowered. Once the meeting ended, poor Jeff practically ran away with his tail between his legs after being called out on all his miscalculations. I know you're embarrassed, but don't just run away with your tail between your legs—let's talk about what happened.