Self harm ?

So I have anxiety and when I get really anxious or sad or upset I scratch myself usually my ankle but it can really be anywhere that's within reach. Usually I don't even notice I'm doing it until someone stops me because they hear it. I don't draw blood most of the time but it's still a. Bad habit that's really embarrassing. Lately it's gotten to the point where instead of scratching my ankle my go to is to take something else relatively sharp and scratch my wrists with it. Once again I don't break the skin or cut myself but I'll take the pointy edge of something and just scratch it against my skin until my anxiety lessens or I start crying. I don't think this is a problem because I don't cut myself or anything but I also wanna tell someone about it before it gets to that point... I just don't know how to bring it up to my boyfriend or what to say because it's just so embarrassing and I feel weak because I do it. Any advice ?