For something like this it would be prudent to see a doctor to rule out anything physical. You don't want to take chances with your respiratory system.

Panic attacks do cause me to run short of breath (among other things), but I can tell the difference between running short of breath due to panic, and breathing heavy because I just did 4 sets of stairs bringing in groceries and being out of shape.

Please be careful with your health. It's really the only thing you've got.

Good luck and let us know.