How do you tell people "no" without feeling bad?

I'm a people pleaser, and honestly can't tell someone "no" without feeling bad, and caving and doing it anyway or lying about why I said no, and it's so frustrating! I can't keep saying "I feel sick so I can't." Or "I have a headache so no." Sooner or later they're going to see though my bullshit if they haven't already.