I do this too. I was brought up not to have ideas above my station and I was rarely complimented for being good at anything, never told I was pretty etc. And we were pretty hard up when I was growing up.
As an adult I discovered that people complimented me for being attractive or clever quite often. I find it extremely hard to just say nothing and smile, or say thanks. I always have to knock it back with 'thanks, it's not true but you being very kind to say so' as though people must pity me and are doing me a favour.
Internally I tell myself it's because I am fat, so people feel obliged to say I have a pretty face or interesting conversation as some sort of consolation prize. I can never just take it at face value.
It's the same with any sort of talent or accomplishment - I just find it very hard to take a compliment. Let's say for example I was an excellent artist or musician (I'm neither, but you get the idea..) I never, ever voluntarily show off my talents because the thought that I might be attention seeking or fishing for compliments is an absolute anathema to me.
If DH tells people I've done something great and wants me to show them or tell them about it I am furious!
I have friends who show their amateur paintings or poetry or whatever on facebook and I wonder how the fuck they can do that and not feel consumed by self-consciousness, even when it's quite good.
We are quite well off now, and I am very aware that some of our friends/family think we spend daft money on certain things. We don't ever talk specific cost, but sometimes it's obvious that something came with a hefty price tag. The hoops I put myself through to explain that something was in the sale! Although I am generally pretty low maintenance in terms of clothes and grooming, I don't dress expensively at all, (I tell myself I don't deserve to, because I am a size 16 so can't do expensive clothes justice) but with holidays and my house decor etc, it's different.
But we can afford it. We enjoy buying quality things where we can and we enjoy having once in a lifetime experiences. We don't get into debt to do it.
But I am exactly the same as you. Acutely aware that I shouldn't seem boastful or flashy so I always downplay everything or try not to mention it in case people think we are trying to lord it over them. For example if friends have gone to the same place on holiday and they ask where we stayed, it's usually in one of the best hotels there, and I try to avoid telling them and pretend I can't remember the name, because I'm embarrassed.
We have a second home abroad. Whenever I hear friends say to other friends 'you should see Nduja's holiday home, it's lovely. Show them the photos Nduja' I HAVE to jump in and fall over myself to say 'we could never afford anything like that in England. It's very cheap in X country. We need a new roof really, but we can't afford it at the moment.'
I just can't help myself. 
I put this down to the way I was conditioned to not think too highly of myself as a child. And I really don't like to do anything that might make someone else feel inferior. I'm practically pathological about it.
Just for once I should allow myself to bask in whatever it is I am supposed to feel. But I can't.