Hmm, you can say my ears are closed to criticism. Or you could utilize an English idiom and say 'If you try to criticize me, it will only fall on deaf ears.' (which means I won't accept your criticism) Both of these options sound a little abstract though.
You would probably say, 'I won't accept criticism, I'm just doing my job.' or 'Please don't criticize me, I'm just doing my job.' These sound more natural.