My brother caught me once... He's 13 and he was like "What are you doing??", I was so embarrassed and panicking that I said "Oh no, I'm just stretching my leg, it's cramped".
He replied like "No you were masturbating, errrrrrrrrrr".
I told him to go to bed and he did, the next day he didn't say anything until we were watching a movie and he asked again what I was doing... I still stuck to my lame ass story
One of the most awful times ever.