with one's tail between one's legs, (to go off with)

with one's tail between one's legs, (to go off with)

With a feeling of shame or embarrassment. The expression alludes to a dog that slinks off in defeat, a usage dating from about 1400. The transfer to human beings had taken place by the 1800s. W. E. Norris used it in Thirlby Hall (1884), “We shall have you back here very soon . . . with your tail between your legs.” The French have an identical phrase, s’en aller la queue entre les jambes.
See also: between, go, off, tail