I Have Low Self Esteem

When someone makes you a criticism or a comment towards an aspect or issue in your persona (skill, behaviour...) and it has to be with something you don't like in yourself, you have a fear about it and even you can't accept in yourself. I used to get all sad, and deeply low and of course, hide in my shell and avoid the situation. Not shocked bc it's something you already know and try to overcome it but you can't. It's one of your first fear and you try deeply to keep up or at least, do things moré or less normal so people don't gonna find out this deep insecurity.
What's the sane way to face it?
Apart from asking for professional aid. I already have been doing it for many years and it didn't change the way I see myself. Not bc of the therapy. I guess that I'm a bad patient and I doubt it could be possible to change what you are.

At least, how do you face to these situations? What do you think? How do you react? Which strategies you use?
My last shrink told me: I already taught you lots of tools. You have many tools now. But, I can't avoid to feel myself over and over again tiny as hell. Criticisms, comments only validate what I already know.