Shame seems like a natural response to a break-up.  We don't have to act as though we're fine.  Like grief, we can acknowledge shame to God and to our friends.

Maybe God placed the capacity for shame in us so that we won't intentionally do vile and offensive things.  So we need not be ashamed of our shame; we need only to lift it up to God as part of our confession that we are broken people living in a broken world.  This doesn't mean that shame will just disappear when we pray, but it does acknowledge to our sinful souls that Christ is our sustainer and the one who can deal with such issues.

Excerpted from chapter 3 of my work, A Shattered Heart: Finding God Amidst a Dating Break-up