a feeling of being disappointed or annoyed (Oxford)
disappointment or anger, especially when caused by a failure or mistake (Cambridge)
My children have never shown an interest in music, much to my chagrin. (Cambridge)
Jon had discovered parties, wine and women, much to the chagrin of his parents. (Oxford)
never shown an interest in music, much to my chagrin
to the chagrin of his parents
Embarrassment
Upset
Happiness
Satisfaction
Chagrined