No, why? I have money, I have skills, I have luck, I am doing what I think that's right, I am living with my dream, so why do I have to feel shameful? It's knind of a job all over the world, some one can consider it as a bad thing but no one can deny that I a making money with it.
Yes there's nothing to be ashamed of just because we are gamblers, even there are societies that are making the reputation of gamblers to be bad. But for me, it's always better to depend on yourself and don't look on others opinion if they are only saying bad things to us who are gambling responsibly.