adjective
BAD : I always feel ashamed when I have to speak in public.
GOOD : I always feel embarrassed when I have to speak in public.
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ashamed = guilty and disgusted with yourself because of something (bad) that you have done: 'Anyone who steals from the poor should be ashamed of themselves.'
embarrassed = feeling socially uncomfortable or anxious: 'You can imagine how embarrassed I felt when I couldn't pay the bill.'