To add insult to injury

To make a bad situation even worse; to hurt the feelings of someone who has already been hurt

This idiom might come from ancient Greece, where the writer Aesop, in whose Tales, a fly bites a bald man on the head. To get his revenge on the fly, the man tries to kill it by slapping his head where the fly was, so hard that he hurts himself. The fly then mocks the man for hurting himself, therefore ‘adding insult to injury’.
The phrase first appeared in English in the mid-eighteenth century.

We were waiting for the bus for over an hour, and then, to add insult to injury, it started raining!

Not only did I slip and sprain my ankle, but then to add insult to injury, my brother laughed at me.

I thought it was bad enough that I failed my exam, but then as if to add insult to injury, the teacher posted all our results on the board for everyone to see.