Is it bad to admit to a guy that you're shy?

So, nearly every time I hook up with a guy etc... I get told I'm awkward. Usually I am pretty confident in general conversation, I can make people laugh, can have a conversation, am nice etc... and probably come off to people as an extroverted person, but whenever a guy tries to kiss me or go further, I get really nervous and shy. Usually their response is "you weren't that shy before when we were talking" or "why you being so awkward right now" or they just generally make an observation about how shy I am. I honestly just feel awkward being intimate with someone I don't know well, and often if they ask me to kiss them etc... I just put my head down and say nothing. So in the end I might kiss them, but I'm not really affectionate back. To me it is because I don't want to appear to be clingy or to full on as though I am heaps into them after one night (which is what I though guys wanted). Should I tell the truth and say I am shy, or should I just pretend I'm confident. Sometime I feel like they get frustrated with me but I really don't understand why because I'm honestly not trying to be awkward.