Cadger is going off in shame (8)
I believe the answer is:
disgrace
'shame' is the definition.
('disgrace' can be a synonym of 'shame')
'cadger is going off' is the wordplay.
'going off' indicates anagramming the letters.
'cadger'+'is'='cadgeris'
'cadgeris' is an anagram of 'DISGRACE'.
'in' is the link.
(Other definitions for disgrace that I've seen before include "Dishonour, ignominy" , "Loss of reputation or respect" , "scandalous" , "scandal" , "State of dishonour" .)