Feeling greatly embarrassed with

穴(あな)があったら入(はい)りたい literally means “if there were a hole, I would want to crawl into it”. Use it when embarrassment makes someone wish they could hide from everyone.

Further Reading

Examples

I wish I could go into a hole with 穴があったら入りたい

Manga panel from 好きな子がめがねを忘れた showing example of I wish I could go into a hole with 穴があったら入りたい.
好きな子がめがねを忘れた » Volume 7 » Page 67

To avoid being spotted by classmates while on a date at the aquarium, Mie switches to calling Komura by his given name. Komura tries to do the same, but is unable to. They stop by to see an otter. Hearing the otter’s name is Ai-chan, Komura realizes he can practice saying Mie’s given name, Ai, without embarrassment if he’s addressing an otter. After Komura greatly compliments Ai-chan, the otter, on how cute she is, he realizes he’s embarrassed Mie, embarrassing himself at the realization.

小村(こむら):
「穴(あな)があったら入(はい)りたい」
“I wish there was a hole I could go into...”