～を恥ずかしく思う

I'm ashamed

I'm ashamed of my mistake.

I'm ashamed of what I did.

I'm ashamed to be seen here.

I'm ashamed of how I behave last night.

I'm ashamed of myself

I'm ashamed of myself to meet you last Sunday even though you caught stomach flu and recovering it. 

I'm ashamed of myself for falling for that trick.