Sure, sharing work with other people makes most of us nervous, and some of us VERY nervous. And just like you say, it can be easier to share with a critique partner who doesn't know you very well than with someone who's close to you. Especially if you're writing something very personal or a bit graphic/sexual/embarassing. I think it's normal to cringe at how your mates must've percieved the emotions in your writing!
Like Nessa says, repeated exposure can lessen your anxiety.
Regarding asking friends and family to look over work, I have to say I haven't always got good feedback from nonwriter friends/family. They've said nice things and been encouraging (which was great!) but, especially in some of my earliest stuff, there were glaring errors that they should have pointed out, but because we're mates and they didn't want to hurt my feelings, they didn't. So major technical problems went unaddressed for ages.
If your friends and family have a lot of experience with editing and creative writing, of course, this might not be a problem for you, but in general, if you're already finding it emotionally difficult to share with the people close to you, it might be an argument for your trying to focus more on feedback from writing groups, critique partners, tutors, writing competitions etc. They can be more honest. And you don't worry about how a work colleague is going to think of you afterwards, when you show them that difficult-but-steamy scene 3/4 of a way through your romance novel during which you used an extended metaphor to liken the awakening of the hero's inner sensuality to a nest of dried thai noodles slowly softening in hot water, gluteny fronds slowly unfurling in all directions... (or whatever ill-advised similie :P)