My last cat seemed to be smart enough to understand a fair amount of English - or at least his own name and the meaning of certain tones. If he'd do something embarrassing and then I'd later tell my mom about it, he'd start to look embarrassed again.
My current kitty is a lot less clutzy, but he gets embarrassed by the silliest things. If you're playing with him and he runs for the toy and misses, he'll pin his ears back and run away while grumblewhining.

"how dare yooouuu" Sometimes he'll run away like that even when he
didn't miss. Like he's embarrassed to be seen playing.

He's such a baby.