The most common and most likely answer to this crossword clue is the 7 letter word CHAGRIN
I've seen this crossword clue in The Times
C
H
A
G
R
I
N
More clues leading to the result CHAGRIN
- Irritation of King George, trapped by succession
- Series featuring King George's vexation
- Irritation? After tea, smile
- Vexation when girl oddly breaking links
- Eg Earl Grey’s given smile in distress
- Series covering last British king’s mortification
- Smile after tea shows anything but delight
- Irritation shown by gambler cleaned out in William Hill, say
- Mortification of Greek placed in restraint
- Irritation almost guaranteed, Russian leaders appearing in feature
Buddy explains!

The straight part
We know that "vexation" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case vexation = chagrin.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does CHAGRIN mean?
CHAGRIN noun- Distress of mind caused by a failure of aims or plans, want of appreciation, mistakes etc; vexation or mortification.
- A type of leather or skin with a rough surface.
- To bother or vex; to mortify.
- To be vexed or annoyed.
- Feeling chagrin; annoyed; vexed, fretful.