The most common and most likely answer to this crossword clue is the 4 plus 5 letter word HOME TRUTH
I've seen this crossword clue in The Times
H
O
M
E
T
R
U
T
H
More clues leading to the result HOME TRUTH
Buddy explains!
The straight part
We know that "I'm ashamed to hear it" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case i'm ashamed to hear it = home truth.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.