with your tail between your legs

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: leg, tail

with your tail between your legs

If someone goes somewhere with their tail between their legs, they go there feeling very ashamed or embarrassed. I ran out of money, lost my job, my house, my girlfriend. I came home to Sydney with my tail between my legs. When Emma had left America last, it had been with her tail between her legs. Note: Dogs often go off with their tails down when they have been hit or shouted at.
See also: leg, tail

with your tail between your legs

in a state of dejection or humiliation. informal
See also: leg, tail

with your tail between your ˈlegs

(informal) feeling ashamed, embarrassed or unhappy because you have been defeated or punished: They thought they would win easily, but they’ve gone home with their tails between their legs.
This idiom refers to the way a dog behaves when it is punished.
See also: leg, tail
References in classic literature ?
Then by all that's good," said Don Quixote (now stirred to wrath), "Don son of a bitch, Don Ginesillo de Paropillo, or whatever your name is, you will have to go yourself alone, with your tail between your legs and the whole chain on your back.
Why, you pusillanimous piece of dirt, you'd run with your tail between your legs if I said boo
If you've been a naughty Labour MP, then get ready to slink to Mr Byrne's office with your tail between your legs.
Before licking your wounds and going off with your tail between your legs, learn to make fights scratch-free.
When she shouted, you'd go away with your tail between your legs and think about it.