I'm 'ashamed' [='embarrassed'] 'to admit' it, but I still don't know how to ride a bicycle. = I'm 'ashamed to say' I still don't know how to ride a bicycle.
We were too 'ashamed to go' back to school. [=we didn't go back to school because we were too embarrassed]
She was 'ashamed' that she hit her brother. = She felt 'ashamed' for/about hitting her brother.
(..) Ser Barristan? This is not why. Wounded in war, there is no shame for this. I am ashamed because when the knife go in and I fall to the ground, I am afraid. All men fear death. (..)2015 TvShow: Game of Thrones Title: Kill the Boy Season: 5 Episode 5