Shame was an emotion associated with perceived guilt.
After a brutal war of rebellion erupted on the planet Minyos between the Minyan and their alien gods, the latter fled "in shame", leaving the Minyans (COMIC: Omega) to destroy themselves in nuclear warfare. (TV: Underworld)
When attempting to "lay the Doctor's soul bare", Davros accused the Tenth Doctor of always "running" because he "dare not look back, out of shame". (TV: Journey's End) However, when Davros later guessed that the Twelfth Doctor had acquiesced to his summons out of "shame", the Doctor laughed him off, claiming that "a little shame never hurt anyone" and that he had come out of compassion. (TV: The Magician's Apprentice)