Congratulations on your award. You have a good employer who recognizes good people and obviously wants to keep you.
How about something like "Thank you for this award for ______. I'm very pleased and honored to win it this year. It means a lot to me. Thank you to my supervisor (name) and my co-workers (names, names) for helping me to do my job well."
I feel it will be more professional if you mention the award and how pleased you are to receive it, rather than to say how shy you are, with the possible inference that you do not deserve the award. Trust the people who are giving the award. They say you deserve it, so you deserve it. Congratulations again.