chagrin (n.)

1650s, "melancholy," from French chagrin "melancholy, anxiety, vexation" (14c.), from Old North French chagreiner or Angevin dialect chagraigner "sadden," which is of unknown origin, perhaps [Gamillscheg] from Old French graignier "grieve over, be angry," from graigne "sadness, resentment, grief, vexation," from graim "sorrowful," which is perhaps from a Germanic source (compare Old High German gram "angry, fierce").

But OED and other sources trace it to an identical Old French word, borrowed into English phonetically as shagreen, meaning "rough skin or hide" (the connecting notion being "roughness, harshness"), which is itself of uncertain origin. Modern sense of "feeling of irritation from disappointment, mortification or mental pain from the failure of aims or plans" is from 1716.

chagrin (v.)

"vex, mortify," 1660s (implied in chagrined), from chagrin (n.). Related: Chagrining.