The Collaborative International Dictionary of English v.0.48:

Chagrin \Cha*grin"\, n. [F., fr. chagrin shagreen, a particular
   kind of rough and grained leather; also a rough fishskin used
   for graters and files; hence (Fig.), a gnawing, corroding
   grief. See Shagreen.]
   Vexation; mortification.
   [1913 Webster]

         I must own that I felt rather vexation and chagrin than
         hope and satisfaction.                   --Richard
                                                  Porson.
   [1913 Webster]

         Hear me, and touch Belinda with chagrin. --Pope.

   Syn: Vexation; mortification; peevishness; fretfulness;
        disgust; disquiet.

   Usage: Chagrin, Vexation, Mortification. These words
          agree in the general sense of pain produced by
          untoward circumstances. Vexation is a feeling of
          disquietude or irritating uneasiness from numerous
          causes, such as losses, disappointments, etc.
          Mortification is a stronger word, and denotes that
          keen sense of pain which results from wounded pride or
          humiliating occurrences. Chagrin is literally the
          cutting pain produced by the friction of Shagreen
          leather; in its figurative sense, it varies in
          meaning, denoting in its lower degrees simply a state
          of vexation, and its higher degrees the keenest sense
          of mortification. "Vexation arises chiefly from our
          wishes and views being crossed: mortification, from
          our self-importance being hurt; chagrin, from a
          mixture of the two."                    --Crabb.
          [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Chagrin \Cha*grin"\, v. t. [imp. & p. p. Chagrined; p. pr. &
   vb. n. Chargrining.] [Cf. F. chagriner See Chagrin, n.]
   To excite ill-humor in; to vex; to mortify; as, he was not a
   little chagrined.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Chagrin \Cha*grin"\, v. i.
   To be vexed or annoyed. --Fielding.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Chagrin \Cha*grin"\, a.
   Chagrined. --Dryden.
   [1913 Webster]

WordNet (r) 3.0 (2006):

chagrin
    n 1: strong feelings of embarrassment [syn: chagrin,
         humiliation, mortification]
    v 1: cause to feel shame; hurt the pride of; "He humiliated his
         colleague by criticising him in front of the boss" [syn:
         humiliate, mortify, chagrin, humble, abase]

Moby Thesaurus II by Grady Ward, 1.0:

23 Moby Thesaurus words for "chagrin":
   abash, abashment, cast down, confound, confuse, confusion,
   discomfit, discomfiture, discompose, discomposure, disconcert,
   disconcertion, disconcertment, discountenance, distress,
   disturbance, embarrass, embarrassment, mortification, mortify,
   put out, throw into confusion, upset