The 47-year-old actor has had to complete several intimate sequences across his movie career and has admitted filming the raunchy scenes is "the worst" because of the amount of people who have to watch him in action.
During an appearance on the 'Club Shay Shay' podcast, he said: "There are so many people you need to make a movie.
"There's nothing intimate about it. Nothing. Like it's really embarrassing."
The former WWE star recalled the comedic sex scene he filmed with Amy Schumer for 2015's 'Trainwreck', which he said was made even worse because he had to "make fun of" himself during his performance.
Cena explained: "On top of that, to do a comedic sex scene, where you're like, making fun of yourself? They literally [said] 'Try to have the most awkward sex you possibly can.' I don't want to say it sucks, but it's different than you all think it was."
Even so, the 'Suicide Squad' star noted his naked appearance at the 96th Academy Awards earlier this year was even more uncomfortable because he had to bare all in front of hundreds of Hollywood A-listers.
He lamented: "I got all the people behind the camera, but then I walk out in front of a room of my peers, many of which I've never met because I haven't worked my way up to meet [them].
"I have the most decorated performers, producers, directors in one room and I'm gonna go out there with my balls in the wind, with an index card covering my stuff like, 'Hey guys, is this funny? Are we good?'"
The 'Jackpot' actor added he initially thought he would be "more naked" at the show.
He said: "I expected full d*** and n*, but it's Disney, so they put tape on my b******** and stuff. That was even more embarrassing. Going out there with a taped b**? It's tough."