Нечистая совесть спать не дает

When you have done something wrong you have no peace of mind. See Краденый поросенок в ушах визжит (K), Совесть без зубов, а гложет (C)

Cf: Conscience is the avenging angel in the mind (Am.). A guilty conscience feels continual fear (Br.). A guilty conscience is a self-accuser (Br.). A guilty conscience is its own accuser (needs no accuser) (Am., Br.). A guilty conscience needs no condemner (Am.). No whip cuts so sharply as the lash of conscience (Am., Br.). There is no hell like a bad conscience (Am.). You cannot hide from your conscience (Am.)