Caught in something afoot? This is shocking (7)
I believe the answer is:
scandal
'this is shocking' is the definition.
'caught in something afoot?' is the wordplay.
'caught' becomes 'c' (cricket abbreviation).
'in' is an insertion indicator.
'something afoot?' becomes 'sandal' (whimsically, something worn on a foot).
'c' going inside 'sandal' is 'SCANDAL'.
(Other definitions for scandal that I've seen before include "Public outrage; gossip" , "Cause of general outrage" , "Something shameful or disgraceful, often public" , "Subject of Sheridan's school" , "something injurious to one's reputation" .)