I think it could make you discomfortableuncomfortable if one invades your personal space. 不安 or 没有安全感 is fit then. Colloquially, we say: 这个人总往我身边凑, 让我觉得没有安全感. Or just 让我觉得有点害怕. 让我觉得不安 sounds formal.
发毛 is used when something is creepily/oddly horrible. A normal person usually won't make you 发毛. E.g. 这虫子太恶心了,看着让人心理发毛。