Disappointment is one of the most powerful emotions in fiction, and something all characters must feel at some point in their journey. There are different levels of disappointment, and many causes for it. Characters can be disappointed in others or their circumstances, but the deepest and most meaningful moments happen when this emotion is directed toward themselves.
The feelings of worthlessness that self-disappointment can lead to is something all people understand intimately, and so when a character experiences this same feeling, it creates empathy in readers. Disappointment in oneself drops the character into the lowest of lows, creating an obstacle he must overcome within himself as it holds him back and keeps him from reaching his goals.
This fabulous info graphic is PACKED with great thoughts on disappointment, and will be sure to give you ideas on how to better show the progression of this emotion as you write. I'm reproducing it here with permission, and you can visit the home site HERE for more great psychology-based information. Enjoy!
Source: Best Psychology Degrees