I am at a loss of words to describing to my host family why I sometimes listen to "bad" or embarrassing music.
Is there a japanese phrase that can help me tell them it's a "guilty pleasure" of mine?
As Igor Skochinsky points out, there are some pre-existing translations of this phrase.
Many phrases, both idiomatic and otherwise, have been translated from one language into another because the target language doesn't have a word or phrase that means the exact same thing. In Japanese, these words are sometimes called 訳語 or 翻訳語 (yakugo or hon'yakugo, meaning "translation words").
Sometimes, if a translation word is used frequently enough, it becomes part of the standard lexicon. For example,
彼女 was originally a translation intended to correspond to western pronouns such as she; it was read as the phrase
かの corresponds to modern
あの "that". Over time,
おんな was replaced with
じょ (the on reading), and the resulting phrase was lexicalized as the single word
かのじょ. And in today's Japanese, that word seems like a perfectly normal part of the language!
Not all translation words (or phrases) integrate into the language as well as
彼女, though. Sometimes there is no customary translation that all speakers will understand. In the case of guilty pleasure, several loan translations have been coined, and Igor Skochinsky's answer helpfully points out three choices listed on Space ALC. However, I'm not sure any of the choices will be understood as conveying the exact same thing as the English phrase, at least not by all speakers. Why do I think that? Well, take a look at some Google results:
Weblio EJJE lists a fourth choice:
Does that mean you can't use any of these phrases? No, but I don't think the intended meaning is entirely compositional, so unless they're familiar with the English idiom and they realize you're translating it, you might have to explain what you mean after you say it.
Thankfully, besides giving a loan translation, Weblio EJJE also gives an explanation:
That works pretty well, I think. Whether you want to use a loan translation like one of the above or not is up to you, but my advice is be prepared to explain it either way. That way you'll be understood even if the person you're talking to doesn't quite understand the term you used.
A good source for slang or idioms is the Eijiro dictionary (英辞郎), which you can look up online over at Space ALC. (But you should check the results carefully.) Right now it offers three choices for "guilty pleasure":
やましい快楽 feels the most fitting for me.
浅ましい seems to be a bit too extreme for such an innocent thing as listening to music, and the book title feels too old-fashioned.
See also this discussion.