(Just an aside, it's "ashamed". "shamed" has a different meaning). They are almost identical. Personally, I say "feel ashamed", except in the idiomatic phrase, "I am ashamed to say that..." or "I am ashamed to admit that..." Alice: Have you spoken to your father this month? Bob: No, and I feel ashamed about it. or Bob: No, and I am ashamed about it. Both are correct and sound natural. I personally use the first one. Alice: Have you spoken to your father this month? Bob: I am ashamed to admit that I have not. or Bob: I feel ashamed to admit that I have not. Both are correct but the first one is more idiomatic.