anxiety can cause many issues. i dont know what kind of work out you do at the gym but yoga is a calming in the moment type work out focus on breathing also tai chi is good for the same thing slow in the moment and breathing. i dont care for taking meds either but if they help you could take the anti anxiety as needed just to get you started. meditation in another practice used to calm anxiety. its alot i know but once you get started doing some of these practices you miss them when you dont good luck