Why do I instinctively want to hurt myself when I’m embarrassed/sad?

I’ve had a pretty down week, it’s not over yet but already I’ve had a pretty bad 3 days or so in a row. All 3 days I’ve felt pretty down on myself as well, as some of the things that’ve gone wrong are my fault. What I’ve found out though, is every time I dwell on what I did or something else that embarrassed me, I instinctively want to hurt myself. I do not feel the urge to take a blade to my skin or anything, but I find myself stopping my hand from hitting the side of my head, or at work I’ll have to stop myself from jamming a pen into the inside of my wrist. I just get so anxious and don’t even realize I start to do it! I’m so confused as I’ve never consciously felt the need to do these things. I’ve dug my nails into my arm just this last hour and didn’t even realize it until someone at work asked me what had happened to my arm. Does this ever happen to anyone else? Should I maybe seek help? I’m hoping this just doesn’t escalate further, especially since I don’t understand why I’m doing it.