When He comes, God will be ashamed of us if we are ashamed of Him. It's in the Bible, Luke 9:26, TLB. "When I, the Messiah, come in My glory and in the glory of the Father and the holy angels, I will be ashamed then of all who are ashamed of Me and of My words now."
We should never be ashamed of the gospel—it is a source of power. It's in the Bible, Romans 1:16, TLB. "For I am not ashamed of this Good News about Christ. It is God's powerful method of bringing all who believe it to heaven. This message was preached first to the Jews alone, but now everyone is invited to come to God in this same way."