you can say: I would feel uncomfortable if you paid for me. Or from a different perspective you can use the idiom "let's go dutch" meaning "splitting the bill".

其他的回答都不錯。提醒你一下，不要直接翻譯。 『不好意思』這句話很有用。不幸我們沒有一個相同的句子。我們平常說『sorry』、『excuse me』等等。（這個『sorry』沒有『道歉』的意思。有『不好意思』的意思）

你可以说：It's better if I pay for myself. I'll feel better that way.

“不好意思”有的时候可以翻成为 ''be embarrassed'' 或者 "be uncomfortable; be ill at ease." 在那个情况上你可以说“It makes me uncomfortable”或者 "I'm not comfortable with that." 你也会说"I would rather you not pay'' 或者 "I would rather you not do that," 或者 “I wish you would not do that. It makes me uncomfortable.”