The Collaborative International Dictionary of English v.0.48:

Sheepish \Sheep"ish\, a.
   1. Of or pertaining to sheep. [Obs.]
      [1913 Webster]

   2. Like a sheep; bashful; over-modest; meanly or foolishly
      diffident; timorous to excess.
      [1913 Webster]

            Wanting change of company, he will, when he comes
            abroad, be a sheepish or conceited creature.
                                                  --Locke.
      [1913 Webster] -- Sheep"ish*ly, adv. --
      Sheep"ish*ness, n.
      [1913 Webster]

WordNet (r) 3.0 (2006):

sheepishness
    n 1: feeling embarrassed about yourself [syn: shamefacedness,
         sheepishness]