Very common feeling. Very much a reason why a lot of men, bottle-up their emotions until they snap into a mental breakdown. But could apply to women and children too, of course.
And that's why the expression 'a shoulder to cry on' exists. So the one who has to cry, can release the waterworks out the eyes, with another person in private, so nobody has to feel embarrased about it.
Charlmot
Ive seen a lot of people cry in front of others, but i personally can't bring myself to. It feels embarrassing for me as well