Excessive pride (9)
(Other definitions for vainglory that I've seen before include "Extreme vanity or boastfulness" , "Loving Ray (anag) - idle boastfulness" , "Swagger" , "displaying great conceit" , "Boastfulness (lit.)" .)
'excessive pride' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for vanity that I've seen before include "Conceit; pointlessness" , "Excessive pride in one's appearance" , "Narcissism" , "Conceit especially about appearance" , "' - - Fair', novel" .)