I had this issue everytime I exercised last spring. However, at that time, I was also having issues just with being startled, I could barely sit through class, and I couldn't even walk up the hill to class without getting dizzy and clammy by the time I got to the top.

An activated body feels like a panicky one, so it completely makes sense to me that exercise can lead to an attack. For me it was the breathing that got to me the most -- feeling out of breath made me feel like I couldn't breath, that even though I was hyperventilating I just wasn't getting any air. I became convinced that I was stuck in this state where I couldn't slow my breathing. Terrible feeling.

Attempting to exercise in intervals seems to be a good idea. Anxiety caused by exercise is a little ironic considering that exercise is extremely good for your health and mental health.