¿"No me fío" en inglés?
This came up in one of my classes recently and I am sure that many Spanish speakers are not really sure about the correct translation.
The most obvious option is: "I don't trust them/him/her". That is fine. Try to avoid the "confidence" because that does not work so well in this context. Other alternatives could include: "I am wary of..." or "I am suspicious of...".
Overall, I would choose to use the word "trust" because it is an important word to remember in a whole variety of contexts both professional and personal.
Hope that helps!
Soy el director de Daniel Smith + Partners. Tengo más de 15 años de experiencia enseñando inglés a españoles.