That's an interesting question.
First of all, they test all of us for claustrophobia prior to selecting us as astronauts. The way NASA does this is by giving you a headset with a microphone, wiring you up with a pulse monitor and then sealing you up in a big beach ball. It looks like this:
Then they zip up the ball, fill it with air, turn off all the lights in this small room, and close the door. Oh yeah, they don't tell you how long you will have to stay in there or let you wear a watch either. Then they simply go outside and monitor your heart rate.
I enjoyed this immensely. It was the only time during the entire interview week when I got to just relax. In fact, I started to fall asleep, but the observers kept waking me up over the headset, telling me that I would invalidate the test. (On the contrary, it seems to me I would validate the test results should I fall asleep, but rules are rules...) Anyway, pretty soon thereafter the door opened and they let me out.
Secondly, the International Space Station is HUGE!! How huge? Well as you approach it in the Space Shuttle, it fills up every window and swallows up the shuttle like the Death Star dwarfed the Millennium Falcon. (That's not a moon!) Floating out of Endeavour into the station was like stepping out of a VW Bus into the Grand Canyon. The station was so big that on two different occasions I went searching for one of my crewmates traveling from bow to stern of the station - and didn't find them. I had to double back and try again.
So no, I never got claustrophobic or suffered a panic attack like a spelunker in a deep cave. But then again, I'm the kind of guy who falls asleep in a ball.