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

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go off 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 went off with his tail between his legs after being called out on all his miscalculations. I know you're embarrassed, but don't just go off with your tail between your legs—let's talk about what happened.
See also: between, go, leg, off, tail

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

Displaying 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. Poor Jeff left the meeting with his tail between his legs after being called out on all his miscalculations. The former star walked off, with tail between legs, after striking out for the third time.
See also: between, leg, tail
Farlex Dictionary of Idioms. © 2015 Farlex, Inc, all rights reserved.

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
The Dictionary of Clichés by Christine Ammer Copyright © 2013 by Christine Ammer
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