Anxiety can't cause asthma attacks, just make already existing asthma worse and your regular asthma inhaler works on any asthma attack, no matter why it happens. Just being short of breath from anxiety is not asthma, asthma's an actual disease most often caused by allergies.

For difficulty breathing during anxiety, cup your hands and breathe into them (or the old "brown paper bag") to get more carbon dioxide back into your system:

http://www.anxieties.com/gad-step3.php